Search Results - subject:"Auto-regressive Integrated moving average."

Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany's Spot Market

Paraschiv, Dorel Mihai; Balasoiu, Narciz; Ben-Amor, Souhir - In: Amfiteatru Economic 25 (2023) 63, pp. 463-478

proposes a new univariate hybrid model, trained, and tested on German electricity market data, based on the Seasonal Auto-Regressive … Integrated Moving Average (SARIMA) and the NeuroFuzzy-Local Linear Wavelet Neural Network (LLWNN). Although a series of complex …

Persistent link: https://www.econbiz.de/10014463423

Hybridising neurofuzzy model the seasonal autoregressive models for electricity price forecasting on Germany's spot market

Paraschiv, Dorel Mihai; Bălășoiu, Narciz; Ben Amor, … - In: Amfiteatru economic : an economic and business research … 25 (2023) 63, pp. 463-478

Persistent link: https://www.econbiz.de/10014464238

Repurposing as a response to combat the COVID-19 pandemic : a case of an automobile component manufacturer

Narassima, M. S.; Anbuudayasankar S. P.; Gedam, Vidyadhar V. - In: Operations management research : OMR ; advancing … 17 (2024) 3, pp. 1140-1156

Persistent link: https://www.econbiz.de/10015184877

A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies

Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371

Persistent link: https://www.econbiz.de/10014391724

Comparison of financial models for stock price prediction

Islam, Mohammad Rafiqul; Nguyen, Nguyet - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-19

Time series analysis of daily stock data and building predictive models are complicated. This paper presents a comparative study for stock price prediction using three different methods, namely autoregressive integrated moving average, artificial neural network, and stochastic process-geometric...

Persistent link: https://www.econbiz.de/10012611391

Comparison of financial models for stock price prediction

Islam, Mohammad Rafiqul; Nguyen, Nguyet - In: Journal of risk and financial management : JRFM 13 (2020) 8/181, pp. 1-19

Persistent link: https://www.econbiz.de/10012321966

Oil price factors : forecasting on the base of modified auto-regressive integrated moving average model

Nyangarika, Anthony Msafiri; Mikhaylov, Alexey; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 1, pp. 149-159

Persistent link: https://www.econbiz.de/10011955267

Determinants and forecasting of female labour force participation rate in India : testing of feminization U hypothesis

Rami, Gaurang - 2020

variables together. To forecast FLFPR, time series analysis with Auto Regressive Integrated Moving Average (ARIMA) has been …

Persistent link: https://www.econbiz.de/10012427547

Economic assessment of development interventions in data poor countries: An application to Belize's sustainable tourism program

Banerjee, Onil; Cicowiez, Martin; Cotta, Jamie - 2015

to calibrate model simulations. To estimate business as usual tourism arrivals and expenditure, auto-regressive … integrated moving average methods were used. To estimate agent response to the development intervention, a survey-based quasi …

Persistent link: https://www.econbiz.de/10011646659

Economic assessment of development interventions in data poor countries : an application to Belize's sustainable tourism program

Banerjee, Onil; Cicowiez, Martin; Cotta, Jamie - 2015

Persistent link: https://www.econbiz.de/10011459465