Search Results - subject:"ARIMA Model"

Moriyama, Kenji - 2009

This paper forecasts inflation in Sudan following two methodologies: the Autoregressive Moving Average (ARMA) model and by looking at the leading indicators of inflation. The estimated ARMA model remarkably tracks the actual inflation during the sample period. The Granger causality test suggests...

Persistent link: https://www.econbiz.de/10014402482

Recursive wind speed forecasting based on Hammerstein Auto-Regressive model

Ait Maatallah, Othman; Achuthan, Ajit; Janoyan, Kerop; … - In: Applied Energy 145 (2015) C, pp. 191-197

Autoregressive Integrated Moving Average (ARIMA) model and a multi-layer perceptron Artificial Neural Network (ANN). Results show … that the HAR model outperforms both the ARIMA model and ANN model in terms of root mean square error (RMSE), mean absolute …

Persistent link: https://www.econbiz.de/10011263354

An alternative methodology for planning baggage carousel capacity expansion: A case study of Incheon International Airport

Yoon, Sung Wook; Jeong, Suk Jae - In: Journal of Air Transport Management 42 (2015) C, pp. 63-74

traffic with an autoregressive integrated moving average (ARIMA) model. Next, we conduct an elaborate analysis to estimate …

Persistent link: https://www.econbiz.de/10011190598

Forecasting US tourist arrivals using optimal singular spectrum analysis

Hassani, Hossein; Webster, Allan D.; Silva, Emmanuel Sirimal - In: Tourism management : research, policies, practice 46 (2015), pp. 322-335

Persistent link: https://www.econbiz.de/10010486219

Reliability of the automatic identification of ARIMA models in program TRAMO

Maravall Herrero, Agustín; López-Pavón, Roberto; … - In: Empirical economic and financial research : theory, …, (pp. 105-122). 2015

Persistent link: https://www.econbiz.de/10010490152

Can we distinguish regime switching from long memory? : a simulation evidence

Shi, Yanlin - In: Applied economics letters 22 (2015) 4/6, pp. 318-323

Persistent link: https://www.econbiz.de/10010506750

An alternative methodology for planning baggage carousel capacity expansion : a case study of Incheon International Airport

Yoon, Sung Wook; Jeong, Suk Jae - In: Journal of air transport management 42 (2015), pp. 63-74

Persistent link: https://www.econbiz.de/10010481780

Long memory and volatility behaviour in Paris option market

Souissi, Nessim; Aloulou, Abderrahmen - In: International journal of bonds and derivatives 1 (2015) 4, pp. 273-283

Persistent link: https://www.econbiz.de/10011546734

Testing for long memory in the Indian stock market

Tripathy, Nalini Prava - In: The journal of prediction markets 9 (2015) 3, pp. 23-39

Persistent link: https://www.econbiz.de/10011547160

Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD

Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363

Persistent link: https://www.econbiz.de/10011474104