There are numerous methods for data fillingin hydrology. Most, however, are based oncorrelations with nearby stations in a generalscheme of regionalization. These methods,though robust, fail to function when andwhere all the near stations are missed-datatoo. The Mashhad synoptic station has annualrainfall data over a 50 year period from 1951to 2000 and historic rainfall data from 1893 to1940, j...

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...

This research is related to the usefulness of different machine learning methods in forecasting time series on financial markets. The main issue in this field is that economic managers and scientific society are still longing for more accurate forecasting algorithms. Fulfilling this request leads to an increase in forecasting quality and, therefore, more profitability and efficiency. In this pa...

  Fuzzy time series have been developed during the last decade to improve the forecast accuracy. Many algorithms have been applied in this approach of forecasting such as high order time invariant fuzzy time series. In this paper, we present a hybrid algorithm to deal with the forecasting problem based on time variant fuzzy time series and particle swarm optimization algorithm, as a highly effi...

  In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...

Article history: Received 9 May 2015 Received in revised form 23 October 2015 Accepted 11 December 2015 Available online 17 December 2015

This paper presents methods for analyzing and manipulating unevenly spaced time series without a transformation to equally spaced data. Processing and analyzing such data in its unaltered form avoids the biases and information loss caused by resampling. Care is taken to develop a framework consistent with a traditional analysis of equally spaced data, as in Brockwell and Davis (1991), Hamilton ...