نتایج جستجو برای: arima فصلی

تعداد نتایج: 7771  

2016
Alexander Phinikarides George Makrides Bastian Zinsser Markus Schubert George E. Georghiou

In this work, the seasonality and performance loss rates of eleven grid-connected photovoltaic (PV) systems of different technologies were evaluated through seasonal adjustment. The classical seasonal decomposition (CSD) and X-12-ARIMA statistical techniques were applied on monthly DC performance ratio, RP, time series, constructed from field measurements over the systems' first five years of o...

2002
Catherine C. Hood Victor Gomez

Two widely-used seasonal adjustment programs are the U.S. Census Bureau's X-12-ARIMA and the SEATS program for ARIMA-model-based signal extraction written by Agustin Maravall. In previous studies with SEATS and X-12-ARIMA, we found some series where the adjustment from SEATS had smaller revisions than the adjustment from X-12-ARIMA (Hood, Ashley, and Findley, 2000). Based on this previous work,...

Journal: :Knowl.-Based Syst. 2011
Yi-Shian Lee Lee-Ing Tong

0950-7051/$ see front matter 2010 Elsevier B.V. A doi:10.1016/j.knosys.2010.07.006 * Corresponding author. Tel.: +886 3 5712121x573 E-mail addresses: [email protected] (Y.-S (L.-I. Tong). The autoregressive integrated moving average (ARIMA), which is a conventional statistical method, is employed in many fields to construct models for forecasting time series. Although ARIMA can be adopte...

2007
Roselina Sallehuddin Siti Mariyam Hj. Shamsuddin Siti Zaiton Mohd. Hashim Ajith Abraham

In business, industry and government agencies, anticipating future behavior that involves many critical variables for nation wealth creation is vitally important, thus the necessity to make precise decision by the policy makers is really essential. Consequently, an accurate and reliable forecast system is needed to compose such predictions. Accordingly, the aim of this research is to develop a ...

2013
Hong Ren Jian Li Zheng-An Yuan Jia-Yu Hu Yan Yu Yi-Han Lu

BACKGROUND Sporadic hepatitis E has become an important public health concern in China. Accurate forecasting of the incidence of hepatitis E is needed to better plan future medical needs. Few mathematical models can be used because hepatitis E morbidity data has both linear and nonlinear patterns. We developed a combined mathematical model using an autoregressive integrated moving average model...

گوشت همواره جزء کالاهای مهم و ضروری برای خانوارهای ایرانی است، به‌طوری‌که در اغلب سال‌ها، در بین اقلام خوراکی و آشامیدنی، بیشترین سهم از کل هزینة خانوار متعلق به هزینة انواع گوشت است. هدف مطالعة حاضر، الگوسازی و پیش‌بینی قیمت سه‌ماهانة انواع گوشت در کشور است. برای این‌منظور، داده‌های فصلی قیمت‌های گوشت مرغ، گاو و گوسفند برای سال‌های 1377 تا 1390 استفاده شد. در این زمینه، ابتدا آزمون HEGY برای ب...

2018
Sima Siami-Namini Akbar Siami Namin

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Autoregressive Integrated Moving Average (ARIMA) with its many variations. In par...

2014
Farah Yasmeen Muhammad Sharif

Now-a-days, different sectors of the economy are being significantly affected by the electricity variable. In this research, we analyzed the monthly electricity consumption in Pakistan for the period of January 1990 through December 2011, using linear and non linear modeling techniques. They include ARIMA, Seasonal ARIMA (SARIMA) and ARCH/GARCH models. Electricity consumption model reveals a si...

2015
Seongbae Kong Minseok Jang Rakkyung Ko Hyeonjin Kim Juyoung Jeong

The electric power load forecasting is critical for stable electric power system supply. In this paper, a seasonal ARIMA model was used to effectively forecast power load data characterized using periodicity. A numerical example reveals that the seasonal ARIMA model effectively forecast periodic power load.

سابقه و هدف: یکی از فرض‌های بسیار مهم در مدل‌سازی سری‌‌های زمانی ایستا بودن آن است. میزان ایستای می تواند متفاوت باشد به طوری که در تعاریف منابع مختلف ایستایی مرتبه‌ی اول، مرتبه‌ی دوم، قوی و اکید تعریف شده است. لذا در این پژوهش به بررسی تأثیر تفاضل‌گیری‌های فصلی، غیرفصلی و توأم بر میزان ایستایی سری زمانی پرداخته شد. همچنین تأثیر میزان ایستایی بر عملکرد مدل-های ARMA، ARIMA و SARIMA در مدل‌سازی و...

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