ARIMA model
Análise da previsão do preço do etanol hidratado no estado de São Paulo : uma aplicação do modelo arima / Analysis of the forecasting of the hydrated ethanol price in the state of São Paulo: an application of the arima model
... Na inspeção visual da Figura 3, observa-se um comportamento com tendência crescente apresentando oscilações atingindo o seu pico de preço em fevereiro de 2016. Dessa forma foi preciso testar a normalidade e ...
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Forecast foreign exchange rate: the case study of PKR/USD
... employing ARIMA approach. The author concluded that ARIMA (1,1,1) provides the most reliable forecast compared with other ...used ARIMA model for the ...used ARIMA model for the ...
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Linear and Non-linear time series analysis: forecasting financial markets
... an ARIMA model that fits our financial historic data the closest and will perform the best when used for ...forecasting” ARIMA model is a process of trial and ...entire ARIMA modelling ...
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Identification of anaerobic threshold using heart rate response during dynamic exercise
... have been developed to detect the AT (5,6). Recently, some studies have been performed to demonstrate the importance of the heart rate (HR) response for the measurement of AT (3,7). Among the advantages of these ...
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Gerenciamento de doenças utilizando séries temporais com o modelo ARIMA.
... The evaluation of infectious and noninfectious disease management can be done through the use of a time series analysis. In this study, we expect to measure the results and prevent intervention effects on the disease. ...
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Gerenciamento de doenças utilizando séries temporais com o modelo ARIMA
... Several methods and approaches could be used in the healthcare arena. Time series is an analytical tool to study diseases and resources management at healthcare institutions. The flexibility to follow up and recognize ...
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FORECASTING LONG-TERM GOVERNMENT BOND YIELDS: AN APPLICATION OF STATISTICAL AND AI MODELS
... logic model, a machine learned fuzzy logic model, a self-organising map model and a multi-layer perceptron ...statistical ARIMA model and an econometric error correction ...map ...
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Forecasting bitcoin prices: ARIMA vs LSTM
... traditional ARIMA model forecasting was worse than the neural non-linear network models (RNN and LSTM) in both criteria, accuracy rate and ...LSTM model to predict bitcoin price by selecting some ...
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River flow time series using least squares support vector machines
... hybrid model combining the GMDH and LSSVM ...LSSVM model, Selangor and Bernam rivers, located in Selangor of Peninsular Malaysia were chosen as the case ...with ARIMA, ANN, GMDH and LSSVM ...
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Previsões para o ICMS no Ceará: comparação do desempenho da metodologia da SEFAZCE com o modelo ARIMA
... econometric model consistent with a good predictive ...univariate ARIMA model, with the use of seasonal dummy, which are very efficient to perform ...of ARIMA models to forecast opportunity, ...
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Previsão da arrecadação de receitas federais: aplicações de modelos de séries temporais...
... the ARIMA moulding and with the indicators method, currently used by the Secretaria da Receita Federal do Brasil (RFB) to annual foresee of the tax collection, through the root mean square error of approximation ...
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Seasonal ARIMA for Forecasting Air Pollution Index: A Case Study
... before model development can be ...building ARIMA model before used in forecasting, tentative identification, parameter estimation and diagnostic ...
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Definição de meta comercial para crédito e projeção de passivos com modelo ARIMA
... The process of setting business goals in financial institutions is extremely particular. During its construction process, each firm chooses an option that will maximize your results and be consistent with their capacity ...
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The Usage of Time Series Control Charts for Financial Process Analysis
... and ARIMA models, based on Box-Jenkins methodology is seen as a time series realization of stochastic ...process model to describe the stationary ARMA (p, q), the original integrated process is called an ...
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Avaliação dos parâmetros do índice de qualidade de água segundo o modelo ARIMA
... series model of main physical, chemical and biological parameters of the Water Quality Index (WQI) determined for different selected points of a hydrographical basin from May/2006 to ...statistical model ...
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A hybrid least squares support vector machines and GMDH approach for river flow forecasting
... and ANN. Four approaches were used to identify the input structures, the first three inputs were accomplished by setting the input layer nodes equal to the number of the lagged variables from river flow data, x t−1 , x ...
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Procedure to evaluate multivariate statistical process control using ARIMA-ARCH models
... linear model estimation (ARIMA models), we look for a residual series with zero mean and constant variance and which is ...the ARIMA model is able to remove the autocorrelation effect from the ...
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Thailand's Para Rubber Production Forecasting Comparison
... (i.e. ARIMA) model, denoted by ARIMA ( , , ) , where is the order of ...an ARIMA model includes three major steps: model identification, parameter estimation, and diagnostic ...
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APLICAÇÃO DO MODELO ARIMA-GARCH NO PROCESSO DE AVALIAÇÃO DE EMPRESAS: UM ENSAIO PARA O CASO BRASILEIRO
... modelo ARIMA ao método de avaliação de empresas, este estudo considera o resultado exposto por Lorek & Willinger (2006) no qual o modelo ARIMA mostrou maior poder de previsão em relação aos demais ...
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Forecasting hourly prices in the portuguese power market with ARIMA models
... the model’ performance once it would capture price relations too far from the present time (in dynamic markets, where the production mix is changing regularly, it is expected that the price relation over time ...
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