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Showing 1 to 2 of 2 for “"VARIMA"”.
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Forecasting the Prices of Cryptocurrencies using a Novel Parameter Optimization of VARIMA Models
… focusing on a novel parameter optimization of VARIMA models outlined in this paper.</p> <p>These models are trained on 3 years of historical data, aggregated from different cryptocurrency exchanges by Coinmarketcap.com, which includes: daily average prices and trading volume. Historical time …
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Diagnostic Checking, Time Series and Regression
… data from nonseasonal ARIMA/VARIMA process with nite or in nite variances, testing for stationarity and invertibility, and estimating parameters from stable distributions. Many illustrative applications are given. In this thesis, it has been shown that the classical ordinary …