The Box-Jenkins approach to time series analysis
نویسندگان
چکیده
منابع مشابه
Prediction of Stock Price using Particle Swarm Optimization Algorithm and Box-Jenkins Time Series
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...
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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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• Support Vector Machine (SVM) is known in classification and regression modeling. It has been receiving attention in the application of nonlinear functions. The aim is to motivate the use of the SVM approach to analyze the time series models. This is an effort to assess the performance of SVM in comparison with ARMA model. The applicability of this approach for a unit root situation is also co...
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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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Introduction: Frequency of traffic related mortalities is increasing worldwide. The present study aimed to predict deaths from road traffic accidents for the first time in Iran. Methods: All death statistics from traffic accidents in Iran between March 2004 and March 2011 were available for analysis. The Box-Jenkins time series model was used for trends purposes. Death from traffic accidents we...
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ژورنال
عنوان ژورنال: RAIRO - Operations Research
سال: 1977
ISSN: 0399-0559,1290-3868
DOI: 10.1051/ro/1977110100031