The differential equation representing each of these cases is of the form dc dt = S V ⋅ k3 ⋅(cs -c)n (17) where symbols have the meanings already established in this paper, and cs and c are the concentrations of the solute in the solution against the surface and in the bulk ...
Primarily, the ARIMA models approximate the future values of the time series as a linear function of past observations and white noise terms. The model consists of three components: non-stationary differences for stationarity, autoregressive (AR) model and moving average (MA) model [37]. To ...
Primarily, the ARIMA models approximate the future values of the time series as a linear function of past observations and white noise terms. The model consists of three components: non-stationary differences for stationarity, autoregressive (AR) model and moving average (MA) model [37]. To ...
Results For the tests, the fashion sector's EBITDA index was used as the time series of interest and response variable. The EBITDA index was calculated with the available data using SQL queries to the designed database into which each Excel file with balance sheet information was imported. The...