Search Results - subject:"Time series modeling"

Bank transaction data modeling by optimized hybrid machine learning merged with ARIMA

Swamy, A. Kullaya; Sarojamma, B. - In: Journal of management analytics 7 (2020) 4, pp. 624-648

Persistent link: https://www.econbiz.de/10012384230

An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela

Chuffart, Thomas; Hooper, Emma - In: Energy economics 80 (2019), pp. 904-916

Persistent link: https://www.econbiz.de/10012173747

Do economic reforms promote urbanization in India?

Tripathi, Sabyasachi - In: Asia-Pacific journal of regional science 3 (2019) 3, pp. 647-674

Persistent link: https://www.econbiz.de/10012125168

AN APPLICATION OF TIME SERIES ARIMA FORECASTING MODEL FOR PREDICTING SUGARCANE PRODUCTION IN INDIA

Manoj, KUMAR; Madhu, ANAND - In: Studies in Business and Economics 9 (2014) 1, pp. 81-94

A time series modeling approach (Box-Jenkins’ ARIMA model) has been used in this study to forecast sugarcane production …

Persistent link: https://www.econbiz.de/10010764867

Performance of electricity price forecasting models : evidence from Turkey

Ugurlu, Umut; Tas, Oktay; Gunduz, Umut - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1720-1739

Persistent link: https://www.econbiz.de/10012124507

Can foreign direct investment harness energy consumption in China? : a time series investigation

Salim, Ruhul A.; Yao Yao; Chen, George; Zhang, Lin - In: Energy economics 66 (2017), pp. 43-53

Persistent link: https://www.econbiz.de/10011896423

On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations

Rossen, Anja - 2011

This study focuses on the question whether nonlinear transformation of lagged time series values and residuals are able to systematically improve the average forecasting performance of simple Autoregressive models. Furthermore it investigates the potential superior forecasting results of a...

Persistent link: https://www.econbiz.de/10010307177

On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations

Rossen, Anja - Hamburgisches WeltWirtschaftsInstitut (HWWI) - 2011

Persistent link: https://www.econbiz.de/10009369477

GEFCom2014 probabilistic electric load forecasting : an integrated solution with forecast combination and residual simulation

Xie, Jingrui; Tao, Hong - In: International journal of forecasting 32 (2016) 3, pp. 1012-1016

Persistent link: https://www.econbiz.de/10011621984

Monthly beta forecasting with low-, medium- and high-frequency stock returns

Cenesizoglu, Tolga; Liu, Qianqiu; Reeves, Jonathan J.; … - In: Journal of forecasting 35 (2016) 6, pp. 528-541

Persistent link: https://www.econbiz.de/10011595959