This paper uses an empirical connection between real stock market indices of Germany and the USA for forecasting corresponding returns. We are starting from the random walk as the traditional forecasting model in stock market applications, extending it by co-integration. Since the cointegrating relation considers information about a systematic link between the stock market indices, containing a...

water quality is a worldwide problem which affects human beings lives fundamentally. water scarcity is intensified in result of quality deterioration. different factors such as population increase, economic development and water pollution could be considered as the origins of the problem. the study and forecasting of water quality is necessary to prevent serious water quality deteriorations in ...

the aim of this paper is detection of exist of significance climatic trend in west-half of iran. it’s used monthly data of 16 climatic variables on 12 selected synoptic stations in period of 50 years statistic(1951-2000). the variables divided to two temperature and humid groups. the analysis methodology of the study is based on multivariable statistical analysis and box- jenkins forecasting mo...

We investigate whether a class of trend models, which decompose time series into an underlying and transitory component, with various error term structures can improve upon the forecast performance commonly used models when forecasting consumer price index (CPI) inflation in Australia. The main result is that tend to provide more accurate point density forecasts at medium long horizons compared...

Several time-variant fuzzy time series models have been developed during the last decade. These models usually focus on forecasting stationary of trend time series, but they are not suitable for forecasting seasonal time series. Furthermore, several factors that affect the forecasting accuracy are not carefully examined, such as interval length, interval number, and level of window base. Aiming...

today, stock investment has become an important mean of national finance. apparently, it is significant for investors to estimate the stock price and select the trading chance accurately in advance, which will bring high return to stockholders. in the past, long-term trading processes and many technical analysis methods for stock market were put forward. however, stock market is a nonlinear sys...

Dr. Thomas C. Chiang LECTURE 2 MOVING AVERAGES AND EXPONENTIAL SMOOTHING OVERVIEW This lecture introduces time-series smoothing forecasting methods. Various models are discussed, including methods applicable to nonstationary and seasonal time-series data. These models are viewed as classical time-series model; all of them are univariate. LEARNING OBJECTIVES • Moving averages • Forecasting using...

a Universidad Anáhuac México Norte, School of Business and Economics, Av. Universidad Anahuac No. 46, Col. Lomas Anáhuac, Huixquilucan, 52786 State of Mexico, Mexico b Universidad Nacional Autónoma de México (UNAM), Institute of Engineering, Mechanical Engineering, Torre de Ingenieria Piso 2 ala Norte, Ciudad Universitaria, 04510 Mexico City, Mexico c Delft University of Technology (TUDELFT), D...