The Box-Jenkins approach to time series analysis and forecasting : principles and applications
نویسندگان
چکیده
منابع مشابه
Forecasting Time Series Combining Machine Learning and Box-Jenkins Time Series
In statistical field Box-Jenkins Time Series is a linear method widely used to forecasting. The linearity makes the method inadequate to forecast real time series, which could present irregular behavior. On the other hand, in artificial intelligent field FeedForward Artificial Neural Networks and Continuous Machine Learning Systems are robust handlers of data in the sense that they are able to ...
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The increasing demand for rice in Ghana has been a major concern to the government and other stakeholders. Recent concerns by the coalition for African Rice Development (CARD) to double rice production within ten years in Sub-Saharan countries have triggered the to implement strategies to boost rice production in the government. To fulfill this requirement, there is a need to monitor and foreca...
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The purpose of this research is predicting the stock prices using the Particle Swarm Optimization Algorithm and Box-Jenkins method. In this way, the information of 165 corporations is collected from 2001 to 2016. Then, this research considers price to earnings per share and earnings per share as main variables. The relevant regression equation was created using two variables of earnings per sha...
متن کاملA Hybrid GMDH and Box-Jenkins Models in Time Series Forecasting
The group method of data handling technique (GMDH) and Box-Jenkins methods are two wellknown time series forecasting of mathematical modeling. In this paper, we introduce a hybrid modeling which combines the GMDH method with the Box-Jenkins method to model time series data. The Box-Jenkins method was used to determine the useful input variables of GMDH method and then the GMDH method which work...
متن کاملforecasting milled rice production in ghana using box-jenkins approach
the increasing demand for rice in ghana has been a major concern to the government and other stakeholders. recent concerns by the coalition for african rice development (card) to double rice production within ten years in sub-saharan countries have triggered the to implement strategies to boost rice production in the government. to fulfill this requirement, there is a need to monitor and foreca...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 1977
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/1977110201291