The Commonwealth of Virginia abolished parole and reformed sentencing for all felony offenders committed on or after January 1, 1995. We examine the impact of this legislation on reported crime rates using different time series approaches. In particular, structural time series models are considered as an alternative to the Box-Jenkins ARIMA models that form the standard time series approach to ...

Many factors impact a city’s water consumption, including population distribution, average household income, water prices, water conservation programs, and climate. Of these, however, meteorological effects are considered to be the primary determinants of water consumption. In this study, the effects of climate on residential water consumption in Las Vegas, Nevada, were examined during the peri...

Abstract—The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) ...

A new method of system evaluation that focuses on the impact the system has on a data series that served as the rationale for systems implementation was designed and modeled by the authors. Called outcome-based evaluation, this method is founded on the concept of intervention analysis and employs interrupted time series designs to determine the impact of an information system on specific organi...

Time series intervent.ion analysis is used to ascertain the impact that one or more interventions have on a time series. For example, the t.ime series may be monthly revenues from the sale of n product with t,he int.ervention being the implementation of a new marketing strategy. Using the ARIMA procedure in SASjETS@ soft.ware, a large class of time series models are available to pel'form a t.im...

A key application of long memory time series models concerns innation. Long memory implies that shocks have a long-lasting eeect. It may however be that empirical evidence for long memory is caused by neglecting one or more level shifts. Since such level shifts are not unlikely for innation, where the shifts may be caused by sudden oil price shocks, we examine whether evidence for long memory (...

ARFIMA is a time series forecasting model, which is an improve d ARMA model, the ARFIMA model proposed in this article is d emonstrated and deduced in detail. combined with network traffi c of CERNET backbone and the ARFIMA model,the result sho ws that,compare to the ARMA model, the prediction efficiency a nd accuracy has increased significantly, and not susceptible to sa mpling.

Artificial neural networks (ANNs) are flexible computing frameworks and universal approximators that can be applied to a wide range of time series forecasting problems with a high degree of accuracy. However, despite all advantages cited for artificial neural networks, their performance for some real time series is not satisfactory. Improving forecasting especially time series forecasting accur...