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Box-Jenkins

Prediction of Stock Price using Particle Swarm Optimization Algorithm and Box-Jenkins Time Series

Prediction of Stock Price using Particle Swarm Optimization Algorithm and Box-Jenkins Time Series

... In capital markets have numerous investors that want to obtain more wealth. Some reach to their goals and some loss their capital. So, become familiar with deferent aspects of Tehran Stock Exchange help to predict the ...

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Prediction of Fatal Road Traffic Crashes in Iran Using The Box-Jenkins Time Series Model

Prediction of Fatal Road Traffic Crashes in Iran Using The Box-Jenkins Time Series Model

... After determining the best-fit model for the series and estimating related parameters, the third phase of Box-Jenkins fitting model was evaluated for series prediction. Using the SARIMA (0,1,1) × (0,1,1)12 ...

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A hybrid Box-Jenkins and decomposition model for drought forecasting in Kuala Terengganu

A hybrid Box-Jenkins and decomposition model for drought forecasting in Kuala Terengganu

... Time series models have also been widely applied in scientific, economic and engineering field. Time series models have several advantages over other models as time series models have the systematic search capability for ...

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Box-jenkins and genetic algorithm hybrid model for electricity forecasting system

Box-jenkins and genetic algorithm hybrid model for electricity forecasting system

... GA has received considerable attention regarding its potential as an optimization technique for solving complex problems. It has been successfully applied in the area of industrial engineering that includes scheduling ...

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Future Contribution of Export and Import to GDP in Bangladesh: A Box Jenkins Approach

Future Contribution of Export and Import to GDP in Bangladesh: A Box Jenkins Approach

... The major outcome of the paper is highly related to the forecasting of the indicators and doing the same operations discussed above. The autoregressive integrated moving average (ARIMA) which is very popular and also ...

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CZ GDP Prediction via neural networks and Box Jenkins Method

CZ GDP Prediction via neural networks and Box Jenkins Method

... or Box-Jenkins Method, able to predict future development based on data from the past, are one of the many ...and Box-Jenkins Method, compare them mutually, and evaluate which of them is ...

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Analyze of the global climate change scale with box jenkins method: ankara/Turkey

Analyze of the global climate change scale with box jenkins method: ankara/Turkey

... Annual evaporation data has been taken from Meteorology General Directorate and the data includes the years between 1975-2017. According to these data, analyzing has made and a graphic has drawn using by Minitab 17. The ...

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Forecasting Unemployment Rates in USA using Box-Jenkins Methodology

Forecasting Unemployment Rates in USA using Box-Jenkins Methodology

... A number of research papers have used time series models for forecasting unemployment rates. Literature based on studies dealing with forecasting unemployment by using ARIMA models, i.e. Box-Jenkins ...

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A Box-jenkins Model For Monthly Natural Gas Production In Nigeria

A Box-jenkins Model For Monthly Natural Gas Production In Nigeria

... Box-Jenkins modeling since its introduction in the 1970’s has been extensively applied in time series modeling. For example,Yu et al. [5] fitted an ARIMA(2,2,1) to incidence of HIV infections in Korea. Lin ...

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What will be China's population in 2050? Evidence from the Box Jenkins approach

What will be China's population in 2050? Evidence from the Box Jenkins approach

... using Box-Jenkins ARIMA models, and relied on a data set ranging from 1951 - 2007; and established that the ARIMA (1, 2, 0) model was the suitable model for forecasting total population in ...the ...

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The population question in Zimbabwe: reliable projections from the Box – Jenkins ARIMA approach

The population question in Zimbabwe: reliable projections from the Box – Jenkins ARIMA approach

... using Box-Jenkins ARIMA models, and employed on a data set ranging from 1951 to 2007; and found out that the ARIMA (1, 2, 0) model was the best ...using Box-Jenkins ARIMA models and employing ...

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Modeling and forecasting demand for electricity in Zimbabwe using the Box Jenkins ARIMA technique

Modeling and forecasting demand for electricity in Zimbabwe using the Box Jenkins ARIMA technique

... the Box-Jenkins ARIMA ...the Box-Jenkins ARIMA technique and last but not least, to project electricity demand in Zimbabwe over the next decade (2015 – ...

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Forecasting consumer price index in Norway: An application of Box Jenkins ARIMA models

Forecasting consumer price index in Norway: An application of Box Jenkins ARIMA models

... After performing the Box-Jenkins approach, the ARIMA was engaged to investigate annual CPI of Norway from 1960 to 2017. The study mostly planned to forecast the annual CPI in Norway for the upcoming period ...

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Forecasting the Philippine Stock Exchange Index using Time Series Analysis Box-Jenkins

Forecasting the Philippine Stock Exchange Index using Time Series Analysis Box-Jenkins

... One of the methodology in determining the present and future values is called univariate analysis using Box-Jenkins. This method will help to create a best model and determine whether this method can be ...

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A Box Jenkins ARIMA approach to the population question in Pakistan: A reliable prognosis

A Box Jenkins ARIMA approach to the population question in Pakistan: A reliable prognosis

... Employing annual time series data on total population in Pakistan from 1960 to 2017, we model and forecast total population over the next 3 decades using the BoxJenkins ARIMA technique. Based on the ...

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What will be Botswana's population in 2050? Evidence from the Box Jenkins approach

What will be Botswana's population in 2050? Evidence from the Box Jenkins approach

... Zakria & Muhammad (2009), in Pakistan; forecasted population using ARIMA models, and relied on a data set ranging from 1951 - 2007; and established that the ARIMA (1, 2, 0) model was the suitable model for ...

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Modeling and forecasting remittances in Bangladesh using the Box Jenkins ARIMA methodology

Modeling and forecasting remittances in Bangladesh using the Box Jenkins ARIMA methodology

... This paper uses annual time series data on remittances into Bangladesh from 1976 to 2017, to model and forecast remittances using the BoxJenkins ARIMA technique. Diagnostic tests indicate that REM is I ...

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"Incredible India" an empirical confrimation from the Box Jenkins ARIMA technique

"Incredible India" an empirical confrimation from the Box Jenkins ARIMA technique

... The tourism industry is an economic powerhouse for any economy and India is not an exception. The government of India, through the Ministry of Tourism must continue to give priority to the tourism industry as it has ...

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Forecasting total population in Yemen using Box Jenkins ARIMA models

Forecasting total population in Yemen using Box Jenkins ARIMA models

... 2015). The problem of population growth is basically not a problem of numbers but that of human welfare as it affects the provision of welfare and development. The consequences of rapidly growing population manifests ...

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Modelling Epidemiological Data Using Box Jenkins Procedure

Modelling Epidemiological Data Using Box Jenkins Procedure

... In this paper, the Box-Jenkins modelling procedure is used to determine an ARIMA model and go further to forecasting. We consider data of Malaria cases from Ministry of Health (Kabwe District)- Zambia for ...

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