Rather than use historical data such as stock prices, the authors chose to use "generic" time-series data from, "the famous M-Competition." One hundred eleven sets were analyzed using various combinations of network architecture, learning rate, and momentum. The Box-Jenkins approach to time series forecasting is explained. For purposes of this experiment, the expert system, "AUTOBOX," was used ...

An algorithm for the identification of a multi-input single-output (MISO) Box-Jenkins model is developed. The method consists of several simple steps: first a high order ARX model is estimated; then the process model is calculated using the so-called Steiglitz-McBride iteration on the filtered inputoutput data; and finally the disturbance model is calculated by estimating an ARMA model of the o...

This paper describes an optimal instrumental variable method for identifying discrete-time transfer function models of the Box-Jenkins transfer function form in the closed-loop situation. This method is based on the Refined Instrumental Variable (RIV) algorithm which, because of an appropriate choice of particular design variables, achieves minimum variance estimation of the model parameters. T...

Precipitation is a variable that has been constantly studied over time to describe the characteristics of rainfall regime in given region. The precipitation values northeastern Brazil have high variability presenting volatile behavior with long dry periods and short precipitation. For this reason, hydrologic crucial object study Climatology Hydrology. Thus, studies region developed investigate ...

Peramalan merupakan ilmu atau teknik untuk menduga suatu nilai pada waktu yang akan datang menggunakan referensi data di masa lalu dan saat ini. jumlah penduduk Kabupaten Semarang sangat diperlukan karena sering dijadikan sebagai dasar perencanaan maupun sasaran pembangunan datang. Tujuan dari penelitian ini adalah mengetahui hasil peramalan tahun 2020 – 2025 dengan metode Box-Jenkins. Data dig...

Türkiye’nin en önemli gelir kaynaklarından biri olan turizm sektöründe gelecek dönemlerdeki olası talebinin belirlenmesi; kaynakların dağıtılması ve planlanması, doğru fiyat politikalarının tespit edilmesi uygun pazarlama tekniklerinin seçilmesi açısından önem arz etmektedir. Bu nedenle, bu çalışmada Ekim 2021 Eylül 2022 (2021:10 – 2022:09) tarihlerindeki Türkiye’ye yönelik tahmin amaçlanmıştır...