Autoregressive–moving-average model
Evaluation of Moving Average Model and Autoregressive Moving Average Model (ARMA) for Prediction of Industrial Electricity Consumption in Nigeria
... Moving Average Model and Autoregressive Moving Average Model (ARMA) are evaluated for their suitability in the prediction of the industrial electricity consumption in ...
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MV- OPTIMALITY OF NEAREST NEIGHBOUR BALANCED BLOCK DESIGNS USING AUTOREGRESSIVE MOVING AVERAGE MODEL (ARMA (1,1)) FOR SEVEN TREATMENTS
... Neighbour balanced block designs for observations correlated within a block have been investigated. MV - Optimality of block designs for three treatments in b = 3n ± 1 blocks each of size three under the assumption that ...
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Necessary Conditions for Isolation of Special Classes of Bilinear Autoregressive Moving Average Vector (BARMAV) Models
... of moving average parameters. The above model “3” is a multivariate linear Autoregressive Moving Average ...Vector Autoregressive (VAR) model in the form, ...
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Flood Prediction Using Seasonal Autoregressive Integrated Moving Average (SARIMA) Model
... SARIMA model is the order, which is the differencing. AR is an Autoregressive Model; it is one of the categories of SARIMA and has been classified as ...complex model is the ...
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Wavelet Transform and Autoregressive Integrated Moving Average Combination Approach in Crude Oil Prices Forecasting
... 42 Autoregressive integrated moving average (ARIMA) is a very popular method which can be applied in forecasting time series ...models autoregressive (AR), the moving average ...
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Network anomaly detection for railway critical infrastructure based on autoregressive fractional integrated moving average
... differences between the actual network traffic and the estimated ARFIMA model of that traffic for the analyzed WSN network parameters were used. For the purpose of suitable preparation of data for statistical ...
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Using autoregressive integrated moving average models in the analysis and forecasting of mobile network traffic data
... Prediction of HSDPA traffic has been growing in recent years. For example, Lawal et al. (2016) applied neural network ensemble to investigate traffic pattern of HSDPA using 690 data points made up of aggregated hourly ...
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Binary Particle Swarm Optimization Structure Selection of Nonlinear Autoregressive Moving Average with Exogenous Inputs (NARMAX) Model of a Flexible Robot Arm
... Auto-Regressive Moving Average with Exogenous Inputs (NARMAX) model is a powerful, efficient and unified representation of a variety of nonlinear ...the model is done by first estimating the ...
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Autoregressive Integrated Moving Average (ARIMA) Model for Forecasting Cryptocurrency Exchange Rate in High Volatility Environment: A New Insight of Bitcoin Transaction
... using autoregressive integrated moving average ...forecast model implemented in this study is ARIMA (2, 1, 2). This model shows the value of R- squared is ...the model explains ...
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Forecasting Inflation: Autoregressive Integrated Moving Average Model
... accurate model form various ARIMA models which possess high power of predictability with low ...order, model identification and then comparison of the two selected ...of model specifications, ...
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ARIMA-M: A New Model for Daily Water Consumption Prediction, Based on the Autoregressive Integrated Moving Average Model and the Markov Chain Error Correction
... the model, one by one for urban water supply prediction, which shortened the time of water consumption trend analysis and demand ...prediction model, based on artificial neural network, and used ...
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Forecast Comparison of Seasonal Autoregressive Integrated Moving Average (SARIMA) and Self Exciting Threshold Autoregressive (SETAR) Models
... a model for Nigerian inflation rates using a season autoregressive integrated moving average (SARIMA) model and Self exciting transition autoregressive (SETEAR) ...SETAR ...
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A Univariate Time Series Autoregressive Integrated Moving Average Model for the Exchange Rate Between Nigerian Naira and US Dollar
... an Autoregressive (AR) signature, however, if the ACF display a sharp cut-off while the PACF decay more slowly, we say that the series display a Moving Average(MA) ...single model, [11] stated ...
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Modeling and Forecasting of Carbon Dioxide Emissions in Bangladesh Using Autoregressive Integrated Moving Average (ARIMA) Models
... ARIMA model allows time se- ries to be explained by its past or lagged values and stochastic error ...of autoregressive (AR), integration (I) - referring to the reverse process of differencing to produce ...
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Comparison between Static and Dynamic Forecast in Autoregressive Integrated Moving Average for Seasonally Adjusted Headline Consumer Price Index
... Kelikume and Salami (2014) carried out independent investigation of inflation rate in Nigeria using VAR and ARIMA. They made use of CPI data obtained from the National Bureau of Statistics and the Central Bank Nigeria ...
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Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model
... effective model came out from both academia and industry over the ...hedging model- exponentially weighted moving average-generalized autoregressive conditional heteroskedasticity ...
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Application of Seasonal Autoregressive Integrated Moving Average (SARIMA) in Modeling and Forecasting Philippine Real Gross Domestic Product
... Seasonal Autoregressive Integrated Moving Average (SARIMA), used for estimating model in forecasting RGDP for the next 6 years from 2014 to 2020, (2) Stepwise Multiple Linear Regression, used ...
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COMPARATIVE ANALYSIS OF THE PERFORMANCE OF ARTIFICIAL NEURAL NETWORKS (ANNs) AND AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) MODELS ON RAINFALL FORECASTING
... of model under the Box-Jenkins methodology, the model with minimum Akaike Information Criteria (AIC) and Bayesian Information is considered as the best ...the model selection criteria mostly used to ...
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PERFORMANCE OF MULTIPLE LINEAR REGRESSION AND AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODELS IN PREDICTING ANNUAL TEMPERATURES OF OGUN STATE, NIGERIA
... of Autoregressive Moving Average and Multiple Linear Regression Models in pre- dicting minimum and maximum temperatures of Ogun State is herein ...for model development, while the remaining ...
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Modeling and forecasting carbon dioxide emissions in China using Autoregressive Integrated Moving Average (ARIMA) models
... ARIMA (1, 2, 1) 1413.898 0.86938 3593.7 93912 141630 5.3361 ARIMA (1, 2, 0) 1414.292 0.86744 4490.7 95662 145180 5.4445 ARIMA (0, 2, 1) 1414.248 0.86757 4396.3 95520 145110 5.4436 ARIMA (1, 2, 2) 1414.976 0.89854 25583 ...
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