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seasonal ARIMA model

A Seasonal Arima Model for Nigerian Gross Domestic Product

A Seasonal Arima Model for Nigerian Gross Domestic Product

... a seasonal nature is often evident from the time ...a seasonal series the ACF or correlogram exhibits a spike at the seasonal ...a seasonal ARIMA model to Nigerian Gross Domestic ...

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A Seasonal Arima Model for Daily Nigerian Naira-Us Dollar Exchange Rates

A Seasonal Arima Model for Daily Nigerian Naira-Us Dollar Exchange Rates

... a seasonal nature is often evident from the time ...a seasonal series the ACF or correlogram exhibits a spike at the seasonal ...a seasonal ARIMA model to the daily Naira-Dollar ...

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Double seasonal ARIMA model for forecasting load demand

Double seasonal ARIMA model for forecasting load demand

... double seasonal multiplicative ARIMA model is ...double seasonal ARIMA model has often been used for univariate forecasting intraday load time series (Cancelo ...double ...

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Short-term traffic flow prediction using seasonal ARIMA model with limited input data

Short-term traffic flow prediction using seasonal ARIMA model with limited input data

... to ARIMA model for predicting the flow for the test day of ...for model development using SARI ...for model development using ...for model building may restrict its application in ...

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Seasonal Arima Modelling of Nigerian Monthly Crude Oil Prices

Seasonal Arima Modelling of Nigerian Monthly Crude Oil Prices

... which are specially articulated for seasonal time series. This paper is focussed on the modelling of the prices by a multiplicative seasonal ARIMA model. Crude oil being the mainstay of the ...

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Statistical modeling of Tamil nadu annual rainfall

Statistical modeling of Tamil nadu annual rainfall

... with seasonal variability is difficult, thus we have considered the annual rainfall to analyze any change in the climatic trend of Tamil Nadu and forecast the rainfall for the year ...series seasonal ...

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Time series modelling for forecasting vehicular traffic flow in Dublin

Time series modelling for forecasting vehicular traffic flow in Dublin

... of the data is performed. From the comparison it is seen that the Holt Winters’ trend and seasonal smoothing technique is the best model for this junction. However, the seasonal ARIMA ...

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Recursive Methods for Forecasting Short-term Traffic Flow Using Seasonal ARIMA Time Series Model.

Recursive Methods for Forecasting Short-term Traffic Flow Using Seasonal ARIMA Time Series Model.

... The seasonal ARIMA model has a simple yet elegant structural ...The seasonal part provides an “exponentially smoothed historical average” of traffic flow series (Williams and Hoel, ...the ...

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Time series analysis of human brucellosis in mainland China by using Elman and Jordan recurrent neural networks

Time series analysis of human brucellosis in mainland China by using Elman and Jordan recurrent neural networks

... networks were lower than those of the ARIMA model. The RMSE and MAE of the Elman neural network were the lowest, whereas the MAPE of the Elman neural net- work was the highest in the training set. The most ...

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Statistical Modelling of Maximum and Minimum Temperature in Thiruvananthapuram District

Statistical Modelling of Maximum and Minimum Temperature in Thiruvananthapuram District

... quadratic ARIMA model and linear ARIMA model had the best overall performance in making short-term forecasts of yearly total temperature in ...the ARIMA method to predict the ...

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Short Term Forecasting of Bicycle Traffic Using Structural Time Series Models

Short Term Forecasting of Bicycle Traffic Using Structural Time Series Models

... a seasonal ARIMA model [12] to model cyclist volume observations at the same location ...over ARIMA models which justify the increased computational ...Any ARIMA model may ...

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A Multiplicative Seasonal ARIMA/GARCH Model in EVN Traffic Prediction

A Multiplicative Seasonal ARIMA/GARCH Model in EVN Traffic Prediction

... multiplicative seasonal ARIMA/GARCH model can be simplified as a multiplicative seasonal ARIMA model, by adjusting the para- meter of the GARCH part, ...multiplicative ...

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Detecting Islamic Calendar Effects on U S  Meat Consumption: Is the Muslim Population Larger than Widely Assumed?

Detecting Islamic Calendar Effects on U S Meat Consumption: Is the Muslim Population Larger than Widely Assumed?

... time series data not only for regular, seasonal Gregorian calendar effects but also for possible seasonal movements caused by Islamic festivities, for instance by utilizing the ARIMA mod[r] ...

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Analysis of Time Series Data Mixed With Text

Analysis of Time Series Data Mixed With Text

... We have used topic model before in other project [11],[12],[13]. We collected text data from two financial indicator webpages as the Japan Central Bank monthly report and the Japan Research Institute (Limited ...

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Forecasting Malaysia load using a hybrid model

Forecasting Malaysia load using a hybrid model

... hybrid model to forecast Malaysia ...hybrid model of Malaysia load performed better than both single models with mean absolute percentage error (MAPE) of less than ...hybrid model as proposed by this ...

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Spatio temporal dynamic of malaria in Ouagadougou, Burkina Faso, 2011–2015

Spatio temporal dynamic of malaria in Ouagadougou, Burkina Faso, 2011–2015

... is seasonal [10], a strategy targeting children during high transmission periods was implemented in July 2016 in 50 out of 70 health districts (covering a total of 10,874,840 inhabitants) ...this seasonal ...

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Non-linear water level forecasting of Dungun river using hybridization of backpropagation neural network and genetic algorithm

Non-linear water level forecasting of Dungun river using hybridization of backpropagation neural network and genetic algorithm

... The domain of this research is forecasting of water level prediction in Dungun River, Terengganu. In this research, we used time series regression method which included linear and nonlinear methods. Both methods have ...

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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

... An inspection suggests that NNGP is seasonal of period 12 months. Yearly minimums are October, April, January, February, August, May, April and February respectively and the respective yearly maximums are May, ...

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Crude oil price forecasting by CEEMDAN based hybrid model of ARIMA and Kalman filter

Crude oil price forecasting by CEEMDAN based hybrid model of ARIMA and Kalman filter

... hybrid model for the forecasting of world crude oil ...Then ARIMA model was applied to each extracted IMF to estimate the ...each ARIMA model, the Kalman Filter was run for each IMF, so ...

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Gold Mania - A Comparative Study of India, China and United States

Gold Mania - A Comparative Study of India, China and United States

... -Jenkins' ARIMA Model for United States's Gold Consumer ...that ARIMA (3,1,4) found to best fit model for forecasting United States Consumer demand for ...

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