patterns from past data and achieve an understanding of the future behavior of the price and its volatility. The proposed ARIMA …

, including smooth transition regression models, logistic smooth transition regressions models, threshold autoregressive models … relationships with the US dollar are captured best by neural net regression models, over the ten year sample of daily exchange rate …

relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of … lagged time series. Our model is inspired by dynamic regression models (Pankratz 2012), with the response variable’s lags … been successfully applied in the past, to solving regression and classification problems. The novelty of our approach is to …

number of leaks is decreasing over time. Three different approaches for modeling the number of leaks, including regression …