The decomposition of forecast in seasonal arima models
نویسندگان
چکیده
منابع مشابه
Wireless traffic modeling and prediction using seasonal ARIMA models
Seasonal ARIMA model is a good traffic model capable of capturing the behavior of a network traffic stream. In this paper, we give a general expression of seasonal ARIMA models with two periodicities and provide procedures to model and to predict traffic using seasonal ARIMA models. The experiments conducted in our feasibility study showed that seasonal ARIMA models can be used to model and pre...
متن کاملThe Comparison among ARIMA and hybrid ARIMA-GARCH Models in Forecasting the Exchange Rate of Iran
This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...
متن کاملForecasting Cargo Throughput with Modified Seasonal ARIMA Models
The importing-and-exporting goods normally requires organizational cooperation among different international sectors ranging from purchasing, manufacturing, transporting, inventory, to distribution centers. For having their smooth coordination in the international trade, accurately forecasting the volume of imported-exported goods has become the core issue. This paper aims to obtain efficient f...
متن کاملDaqing Crude Oil Price Forecast Based on the ARIMA Model
Oil is the lifeblood of the industrial economy, oil prices are affected by many factors. China is a major industrial country, changes in the price of oil will affect many aspects of economic development, and therefore the price of crude oil research is extremely important. In this paper, monthly average prices of crude oil in Daqing from January 2000 to December 2010 are utilized to do the rese...
متن کاملForecast and Analyze the Telecom Income based on ARIMA Model
With the increasing competition in the telecommunications industry, the operators try their best to increase telecom income via various measures, one of which is to set an amount of income as a goal to make the encouragement. Since accurate forecast of income plays an important role in income target setting, this paper builds a time series Autoregressive Integrated Moving Average Model (ARIMA) ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Forecasting
سال: 1995
ISSN: 0277-6693,1099-131X
DOI: 10.1002/for.3980140703