Time Series Analysis and Stochastic Prediction (I)

Tidal prediction using time series analysis of Buoy observations

Although tidal observations which are extracted from coastal tide gages, have higher accuracy due to their higher sampling rate, installing these types of gages can impose some spatial limitation since we cannot use every part of sea to install them. To solve this limitation, we can employ satellite altimetry observations. However, satellite altimetry observations have lower sampling rate. Acco...

Time Series Analysis (I)

Stochastic Monthly Rainfall Time Series Analysis, Modeling and Forecasting ( A cas study: Ardebilcity

Rainfall is the main source of the available water for human. Predicting the amount of the future rainfall is useful for informed policies, planning and decision making that will help potentially make optimal and sustainable use of available water resources. The main aim of this study was to investigate the trend and forecast monthly rainfall of selected synoptic station in Ardabil province usi...

Semiparametric Bootstrap Prediction Intervals in time Series

One of the main goals of studying the time series is estimation of prediction interval based on an observed sample path of the process. In recent years, different semiparametric bootstrap methods have been proposed to find the prediction intervals without any assumption of error distribution. In semiparametric bootstrap methods, a linear process is approximated by an autoregressive process. The...

Modeling and prediction of time-series of monthly copper prices

One of the main tasks to analyze and design a mining system is predicting the behavior exhibited by prices in the future. In this paper, the applications of different prediction methods are evaluated in econometrics and financial management fields, such as ARIMA, TGARCH, and stochastic differential equations, for the time-series of monthly copper prices. Moreover, the performance of these metho...