Model identification is an important and complicated step within the autoregressive integrated moving average (ARIMA) methodology framework. This step is especially difficult for integrated series. In this article first investigate Box-Jenkins methodology and its faults in detecting model, and hence have discussed the problem of outliers in time series. By using this optimization method, we wil...

The purpose of this research is predicting the stock prices using the Particle Swarm Optimization Algorithm and Box-Jenkins method. In this way, the information of 165 corporations is collected from 2001 to 2016. Then, this research considers price to earnings per share and earnings per share as main variables. The relevant regression equation was created using two variables of earnings per sha...

drug design is generally achieved through trial and error methods, which is a time and resource consuming process and novel methods are needed to improve it. mathematical modelling is one of the possible solutions to speed up this process. in this study, we have presented box-jenkins model, to predict the vasorelaxant activity (pec50) of a set of benzopyrane compounds. we used the hyperchem sof...

     Drug design is generally achieved through trial and error methods, which is a time and resource consuming process and novel methods are needed to improve it. Mathematical modelling is one of the possible solutions to speed up this process. In this study, we have presented Box-Jenkins model, to predict the vasorelaxant activity (pEC50) of a set of benzopyrane compounds. We used t...

We discuss the classic auto regressive statistical models Box and Jenkins used in prediction problems, and their application is analyzed in the energy sector. Subsequently, we propose a methodology based on the application of these models for the prediction of electric power generation, from data obtained at a wind farm in Ventosa, Oaxaca. Finally, the model and the preliminary results obtained...

He, Yue, "A probabilistic model of benefit-cost analysis for highway construction projects" (2015). Open Access Theses. 507. This is to certify that the thesis/dissertation prepared By Entitled For the degree of Is approved by the final examining committee: To the best of my knowledge and as understood by the student in the Thesis/Dissertation Agreement, Publication Delay, and Certification Dis...

This paper proposes an auxiliary model based hierarchical least squares algorithm for multivariable Box-Jenkins-like systems using the hierarchical identification principle. To improve the computational efficiency, a multivariable system is decomposed into two subsystems by using the data filtering technique. Furthermore, this paper presents a data filtering based auxiliary model hierarchical l...

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 ...