نتایج جستجو برای: خود همبستگى جزئى arima ایستگاه قائمشهر
تعداد نتایج: 162761 فیلتر نتایج به سال:
This paper investigates the ability of a new hybrid forecasting model based on empirical mode decomposition (EMD), cluster analysis and Autoregressive Integrated Moving Average (ARIMA) model to improve the accuracy of fishery landing forecasting. In the first step, the original fishery landing was decomposed into a finite number of Intrinsic Mode Functions (IMFs) and a residual by EMD. The seco...
5 This paper introduces Singular Spectrum Analysis (SSA) for tourism demand forecasting 6 via an application into total monthly U.S. Tourist arrivals from 1996-2012. The global 7 tourism industry is today, a key driver of foreign exchange inflows to an economy. Here, we 8 compare the forecasting results from SSA with those from ARIMA, Exponential Smoothing 9 (ETS) and Neural Networks (NN). We f...
Traditionally, the autoregressive integrated moving average (ARIMA) model has been one of the most widely used linear models in time series forecasting. However, the ARIMA model cannot easily capture the nonlinear patterns. Support vector machines (SVMs), a novel neural network technique, have been successfully applied in solving nonlinear regression estimation problems. Therefore, this investi...
Predicting daily occupancy is extremely important for the revenue management of individual hotels. However, daily occupancy can fluctuate widely and is difficult to forecast accurately based on existing forecasting methods. In this paper, Ensemble Empirical Mode Decomposition (EEMD)—a novel method—is introduced, and an individual hotel is chosen to test the effectiveness of EEMD in combination ...
We analyze the effects on prediction intervals of fitting ARIMA models to series with stochastic trends, when the underlying components are heteroscedastic. We show that ARIMA prediction intervals may be inadequate when only the transitory component is heteroscedastic. In this case, prediction intervals based on the unobserved component models tend to the homoscedastic intervals as the predicti...
Considering the time-series ARIMA(p,d, q) model and fuzzy regression model, this paper develops a fuzzy ARIMA (FARIMA) model and applies it to forecasting the exchange rate of NT dollars to US dollars. This model includes interval models with interval parameters and the possibility distribution of future values is provided by FARIMA. This model makes it possible for decision makers to forecast ...
In this paper an attempt is made to develop hybrid models using Artificial Neural Network (ANN) and Autoregressive Integrated Moving Average (ARIMA) for predicting the future exchange rate for US dollar. Simulation results of hybrid models were compared with results of ANN based models and ARIMA based models. Results show that the model ANN – ARIMA ANN gives a better performance than the other ...
Autoregressive integrated moving average (ARIMA) models are used in different researches for modelling and forecasting of traffic and Quality of Service (QoS) parameter values in telecommunication networks to make reasonable short, mediumand long-term predictions. We propose methodology to use ARIMA models for QoS prediction in network scenarios based on a preliminary detection and elimination ...
روند شاخص قیمت تولید کننده محصولات چوب و کاغذی وضعیت اقتصادی صنعت چوب و کاغذ را نشان می دهد و پیش بینی شرایط آینده آن ضروری است. هدف این تحقیق مقایسه دو روش پیش بینی شبکه عصبی مصنوعی و فرایند خود همبستگی جمعی میانگین متحرک برای پیش بینی شاخص قیمت تولید کننده محصولات چوب و کاغذ می-باشد . معیارهای ارزیابی کارایی و درصد خطای پیش بینی اندازه گیری شد. نتایج نشان می دهد که درصد خطای پیش بینی ها به وی...
In this paper the water quality forecasting at the Nanjinguan water quality monitoring station of Yangtze River, China, is presented. The time series data used are weekly water quality data obtained directly from Nanjinguan station measurements over the course of five years. In order to forecast water quality, hybrid models consisting of Autoregressive Integrated Moving Average (ARIMA) models a...
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