Shrivastav, Anand Kumar, & Ekata. (2012). Applicability of Box Jenkins ARIMA Model in Crime Forecasting: A case study of counterfeiting in Gujarat State. International Journal of Advanced Research in Computer Engineering & Technology, 1(4), 494-497....
ARIMA model building and the time series analysis approach to forecasting. J Forecast. 1983;2(1):23–35. Article Google Scholar Box GE, Jenkins GM. Time series analysis: forecasting and control. revised ed. San Francisco: Holden-Days; 1970. Google Scholar Box GE, Pierce DA. Distribution...
This article aims to evaluate the performance of the model ARIMA for time series forecasting of Ibovespa. The research method utilized was mathematical modeling and followed the Box-Jenkins method. In order to compare results with other smoothing models, the parameter of evaluation MAPE (Mean ...
This paper proposes an appropriate ARIMAX model that is used to forecast the Nigeria’s GDP. The data used for the study is sourced from the World Bank for a period of 1990-2019. The ARIMA model is fitted on the residuals using Box-Jenkins approach. The
Box-Jenkins univariate autoregressive integrated moving average (ARIMA) and regression with time-series error (RTSE) models were established to simulate historical peak daily 1-hr ozone concentrations at Ta-Liao, Taiwan, 1997 2001. During 19952003, the 600 days of Pollution Standard Index (PSI) mo...
the study applied the Box- Jenkins (JB) methodology for the period 1976-2019. Based on the results, ARIMA (3,1,1) found to be the best model for the GDP. In addition, ARIMA (1,1,0) was the best model for forecasting the CPI. The results were supported with the findings of the ...
This study compares the forecasting performance of various Autoregressive integrated moving average (ARIMA) models by using time series data. Primarily, The Box-Jenkins approach is considered here for forecasting. For empirical analysis, we used CPI as a proxy for inflation and employed quarterly data...
R语言中ARMA,ARIMA(Box-Jenkins),SARIMA和ARIMAX模型用于预测时间序 233 -- 1:06 App R语言使用ARIMA模型预测股票收益时间序列 1066 -- 2:08 App r语言中对LASSO,Ridge岭回归和Elastic Net模型实现 9066 1 3:33 App R语言广义相加(加性)模型(GAMs)与光滑函数可视化 1338 -- 1:30 App R语言用ARIMA模...
1. ARIMA models 2. Box-Jenkins multivariate models 3. Holt winters exponential smoothing (single, double and triple) ARIMA modeling ARIMA is the abbreviation for AutoRegressive Integrated Moving Average. Auto Regressive (AR) terms refer to the lags of the differenced series, Moving Average (MA) ...
The Box-Jenkins Model forecasts data using three principles: autoregression, differencing, and moving average. These three principles are known as p, d, and q, respectively. Each principle is used in the Box-Jenkins analysis; together, they are collectively shown as ARIMA (p, d, q). The au...