ABSTRAKInvestasi emas merupakan salah satu investasi yang menjadi favorit dimasa pandemi Covid 19 seperti sekarang ini. Hal ini dikarenakan harga nilainya relatif fluktuatif tetapi menunjukkan tren peningkatan. Investor dituntut pandai dalam berinvestasi emas, mampu memprediksi peluang akan datang. Salah model peramalan data deret waktu adalah Autoregressive Integrated Moving Average (ARIMA). M...

Atmospheric particulate matter (PM) has major threats to global health, especially in urban regions around the world. Dhaka, Narayanganj and Gazipur of Bangladesh are positioned as top ranking polluted metropolitan cities This study assessed performance application hybrid models, that is, Autoregressive Integrated Moving Average (ARIMA)-Artificial Neural Network (ANN), ARIMA-Support Vector Mach...

Abstract—In this paper, we study the rainfall using a time series for weather stations in Nakhon Ratchasima province in Thailand by various statistical methods to enable us to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. The ARIMA and Holt-Winter models were built on the basis of exponential smoothing. All...

Three ARIMA forecast extension procedures for Census Bureau X-11 concurrent seasona adjustment were empirically tested. Forecasts were obtained from fitted seasonal ARIMA models augmented with regression terms for ouffiers, trading day effects, and Easter effects. Revisions between initia1 and fina seasonaIIy adjusted vaIues were computed. Ranked ANOVAs were used on various revision measures to...

In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee (INR)/US dollar (USD) exchange rates for the Indian economy is developed. The method is based on characterization of the TVP as an optimal control problem. The methodology is a blend of the flexible least squares and Kalman filter techniques. The out-of-sample forecasting perf...

Received Jul 22, 2012 Revised Oct 23, 2012 Accepted Nov 14, 2012 Time series forecasting is an active research area that has drawn considerable attention for applications in a variety of areas. Auto-Regressive Integrated Moving Average (ARIMA) models are one of the most important time series models used in financial market forecasting over the past three decades but not very often used to forec...