Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 111 for “"ARIMA"”.
-
Automatic ARIMA Time Series Modeling and Forecasting for Adaptive Input /Output Prefetching
To validate our approach, we built a prototype that integrates adaptive prefetching with caching and local disk striping in the PPFS2 [51] testbed. Results obtained for a computational physics code demonstrate 30% improvement in total execution time over the traditional Unix file system on three …
-
Análise e previsão de séries temporais com modelos ARIMA e análise espectral singular
… são focados em particular os modelos do tipo ARIMA e a Análise Espectral Singular, como ferramentas de trabalho na análise e previsão de séries temporais. Pretendeu-se contribuir um pouco para melhorar a abordagem da análise e previsão das séries temporais, ilustrando com exemplos e recurso ao …
-
Determinación del óptimo de Rolling en modelos Arima multivariable : un estudio de ADR's mexicanas del sector comunicación
Como cualquier nuevo inicio, ya sea por novedad o por necesidad, se dio un giro al nuevo esquema de hacer negocios en el mundo a través de la elaboración de pronósticos. Cambios radicales en la infraestructura administrativa y operativa de las organizaciones, además del desarrollo de tecnologías …
-
Short-Term Forecasting of Power Flows over Major Pacific Northwestern Interties: Using Box and Jenkins ARIMA Methodology
… with the Pacific Northwest US. Box-Jenkins ARIMA (Auto Regressive Integrated Moving Average) and Transfer function methodologies are used as the statistical tools to identify the forecasting models in this thesis. The data requirement for all of the models is restricted to publicly available …
-
Predicting social unrest events in South Africa using LSTM neural networks
… the Autoregressive Integrated Moving Average (ARIMA model). The type of neural network implemented was the Long Short-Term Memory (LSTM) neural network. The basic theoretical concepts of ARIMA and LSTM neural networks are explained and subsequently, the patterns of the social unrest time series …
-
An evaluation of univariate time-series models of quarterly earnings per share and their generalization to models with autoregressive conditionally heteroscedastic disturbances
… of GARCH effect in the residuals generated from ARIMA models for quarterly EPS. Furthermore, based on Akaike's information criterion, modeling the GARCH effect appears to be desirable. However, the results of forecast accuracy comparisons provide no evidence that the ARIMA-GARCH specification …
-
Application of Deep Neural Networks in Forecasting Foreign Currency Exchange rates
… of AutoRegressive Integrated Moving Average (ARIMA) and Support vector regression (SVR) when predicting forex rates of US Dollar (USD) pair with South African Rand (ZAR) using daily timeframe data obtained from the Metatrader trading platform. The LSTM outperformed the SVR and ARIMA models …
-
Time series analysis of macroeconometric constructs
… it is shown that the log likelihood function for ARIMA models is not strictly quadratic with respect to the persistence estimate. This result explains why the persistence literature has attained conflicting results. In addition, nonparametric estimates of persistence based on the variance ratio …
-
Anomaly detection in semiconductor manufacturing through time series forecasting using neural networks
… Autoregressive Integrated Moving Average (ARIMA), Multi-Layer Perceptron (MLP) and Long Short Term Memory (LSTM). ARIMA is a statistical model while MLP and LSTM are neural network models. The results from the control experiment, under supervised training, shows the validity of MLP and LSTM …
-
Optimized Forecasting of Dominant U.S. Stock Market Equities Using Univariate and Multivariate Time Series Analysis Methods
… 1) autoregressive integrated moving average (ARIMA), and 2) singular spectrum analysis (SSA). Approximately 40% of the S&P 500 stocks are analyzed. Forecasts are generated for one and five days ahead using daily closing prices. Univariate and multivariate structures are applied and results are …
-
Forecasting short term trucking rates
… autoregressive integrated moving average (ARIMA), are also used and results from different models are compared. Results show that the NAR model provides better short-term forecasting performance for spot rates than the ARIMA model, while the ARIMA model performs slightly better for contract …
-
Time series modelling of groundwater levels in a selected semi-arid catchment within Vhembe District Municipality, South Africa
… Auto Regressive Integrated Moving Average (ARIMA) model and Seasonal Auto Regressive Integrated Moving Average with eXogenous variables (SARIMAX) model were used to model the interaction between groundwater levels, temperature, wind speed, evaporation, and rainfall. The unpredictable …
-
Time Series Analysis of Stock Prices Using the Box-Jenkins Approach
… The Autoregressive Integrated Moving Average (ARIMA) models, or Box-Jenkins methodology, are a class of linear models that are capable of representing stationary as well as nonstationary time series. ARIMA models rely heavily on autocorrelation patterns. This paper will explore the application …
-
Orçamento público: metodologia alternativa para previsão de receitas municipais
… Autorregressivo Integrado de Médias Móveis (ARIMA). Metodologia – Esta pesquisa caracteriza-se como descritiva, do tipo documental e de natureza comparativa, com abordagem quantitativa dos dados, baseada em cálculos econométricos autorregressivos de análise de séries temporais. O software …
-
Constructing an Informative Prior Distribution of Noises in Seasonal Adjustment
… this area, and one of the latest methods is X-13ARIMA-SEATS, which is built on ARIMA models and linear lters. On the other hand, state space modelling (abbreviated to SSM) is also a popular method to solve this problem and researchers including J. Durbin, S.J. Koopman and and A. Harvery have …
-
Regionally dissected temperature and rainfall models for the South Island of New Zealand
… Northern (Otago) and Southern zone for analysis. ARIMA and regression models have been developed to allow an estimation of longer term temperature and rainfall variability on a regional basis. The study identified regional differences in current and ARIMA simulated rainfall and temperature trends. …
-
Forecasting demand for district heating using different forecasting methods
… Integrated Moving Average model, or ARIMA, predicted the general average usage based on previous data and was used as a benchmark for other models. Another regression model was created, LOWESS or Locally Weighted Scatter-plot Smoothing. LOWESS offers a non-linear correlation by giving …
-
Past and future responses of soil water to climate change in tropical and subtropical rainforest systems in South America
… Autoregressive Integrated Moving Average Model (ARIMA) making the forecast of the future climatic scenario based on the El Niño- Southern Oscillation (ENOS), meteorological systems. The use of Shared Socioeconomic Pathways (SSP) integrates the socio-political dynamics evident in the region to …
Page 1 of 6