e d In the Box-Jenkins approach to analyzing time series, a key question is whether to difference th ata, i.e., to replace the raw data {x } by the differenced series {x −x }. Experience indicates that m t t t −1 ost economic time series tend to wander and are not stationary, but that differencing often yields a e r stationary result. A key example, which often provides a fairly good descriptio...

The structure of a tness landscape is still an ill de ned concept This paper introduces a statis tical tness landscape analysis that can be used on a multitude of tness landscapes The result of this analysis is a statistical model that together with some statistics denoting the explanatory and predictive value of this model can serve as a measure for the structure of the landscape The analysis ...

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 ...

e d In the Box-Jenkins approach to analyzing time series, a key question is whether to difference th ata, i.e., to replace the raw data {y } by the differenced series {y −y }. Experience indicates that m t t t −1 ost economic time series tend to wander and are not stationary, but that differencing often yields a e r stationary result. A key example, which often provides a fairly good descriptio...

Forecasting of hydrologic time series, with the quantification of uncertainty, is an important tool for adaptive water resources management. Nonstationarity, caused by climate forcing and other factors, such as change in physical properties of catchment (urbanization, vegetation change, etc.), makes the forecasting task too difficult to model by traditional Box–Jenkins approaches. In this paper...

In the past few years, crude oil industry has seen so much volatility in terms of prices international market. this research paper, we explore many aspects overall and its impact on Indian economy, it is crucial to have an idea about price movements order ascertain demand supply oil. paper researchers focus Box- Jenkins approach along with normal regression model required used for forecasting s...

Kenya’s horticulture sector is one of the key contributors to country’s national income. In this paper, we apply Box-Jenkins SARIMA time series modeling approach develop a model that best describes income economy from export produce. process analysis, considered monthly data August 1998 March 2023. It was found that, SARIMA(3; 1; 4)(0; 0)12 suitable

This paper modeled the monthly exchange rate between the Ghana Cedi and the US Dollar and forecast future rates using time series analysis. ARIMA model was developed using Box and Jenkins method of Time Series Analysis on the monthly data collected from January, 1994 to December 2010 and validated. The result showed that the predicted rates were consistent with the depreciating trend of the obs...

In recent years Singular Spectrum Analysis (SSA), used as a powerful technique in time series analysis, has been developed and applied to many practical problems. In this paper, the performance of the SSA technique has been considered by applying it to a well-known time series data set, namely, monthly accidental deaths in the USA. The results are compared with those obtained using Box-Jenkins ...