Добірка наукової літератури з теми "ARIMAX model"

Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями

Оберіть тип джерела:

Ознайомтеся зі списками актуальних статей, книг, дисертацій, тез та інших наукових джерел на тему "ARIMAX model".

Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.

Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.

Статті в журналах з теми "ARIMAX model"

1

Amelia, R., D. Y. Dalimunthe, E. Kustiawan, and I. Sulistiana. "ARIMAX model for rainfall forecasting in Pangkalpinang, Indonesia." IOP Conference Series: Earth and Environmental Science 926, no. 1 (November 1, 2021): 012034. http://dx.doi.org/10.1088/1755-1315/926/1/012034.

Повний текст джерела
Анотація:
Abstract In recent years, the weather and climate are unpredictable and the most visible is the rotation of the rainy season and the dry season. The extreme changes in rainfall can cause disasters and losses for the community. For that we need to predict the rainfall to anticipate the worst events. Rainfall is included in the periodic series data, so the forecasting method that can be used is the ARIMAX model which is ARIMA model expanded by adding the exogen variable. The aim of this research is to predict the rainfall data in Pangkalpinang City, Indonesia. The best model for each rainfall is ARIMAX (0,1,3) for monthly rainfall data and ARIMAX (0,1,2) for maximum daily rainfall. This research shows that there is an influence maximum wind speed variable to monthly rainfall and maximum daily rainfall in the Pangkalpinang City. Nevertheless, when viewed from the ARIMA and ARIMAX models based on the obtained AIC value, the ARIMAX value is still better than ARIMA. However, the prediction value using ARIMAX needs to increase again to take into account seasonal data rainfall. Then, possible to add other exogeneous factors besides maximum wind speed.
Стилі APA, Harvard, Vancouver, ISO та ін.
2

Chen, Yun-Peng, Le-Fan Liu, Yang Che, Jing Huang, Guo-Xing Li, Guo-Xin Sang, Zhi-Qiang Xuan, and Tian-Feng He. "Modeling and Predicting Pulmonary Tuberculosis Incidence and Its Association with Air Pollution and Meteorological Factors Using an ARIMAX Model: An Ecological Study in Ningbo of China." International Journal of Environmental Research and Public Health 19, no. 9 (April 28, 2022): 5385. http://dx.doi.org/10.3390/ijerph19095385.

Повний текст джерела
Анотація:
The autoregressive integrated moving average with exogenous regressors (ARIMAX) modeling studies of pulmonary tuberculosis (PTB) are still rare. This study aims to explore whether incorporating air pollution and meteorological factors can improve the performance of a time series model in predicting PTB. We collected the monthly incidence of PTB, records of six air pollutants and six meteorological factors in Ningbo of China from January 2015 to December 2019. Then, we constructed the ARIMA, univariate ARIMAX, and multivariate ARIMAX models. The ARIMAX model incorporated ambient factors, while the ARIMA model did not. After prewhitening, the cross-correlation analysis showed that PTB incidence was related to air pollution and meteorological factors with a lag effect. Air pollution and meteorological factors also had a correlation. We found that the multivariate ARIMAX model incorporating both the ozone with 0-month lag and the atmospheric pressure with 11-month lag had the best performance for predicting the incidence of PTB in 2019, with the lowest fitted mean absolute percentage error (MAPE) of 2.9097% and test MAPE of 9.2643%. However, ARIMAX has limited improvement in prediction accuracy compared with the ARIMA model. Our study also suggests the role of protecting the environment and reducing pollutants in controlling PTB and other infectious diseases.
Стилі APA, Harvard, Vancouver, ISO та ін.
3

Kurnia, Alma, and Ibnu Hadi. "Peramalan Nilai Ekspor Produk Industri Alas Kaki Menggnakan Model ARIMAX dengan Efek Variasi Kalender." Jurnal Statistika dan Aplikasinya 3, no. 2 (December 30, 2019): 25–34. http://dx.doi.org/10.21009/jsa.03204.

Повний текст джерела
Анотація:
Model ARIMAX adalah model ARIMA dengan peubah tambahan. Peubah tambahan yang digunakan untuk data deret waktu dengan variasi kalender berupa variabel dummy. Pada makalah ini, akan dilakukan penghitungan peramalan nilai ekspor produk industri alas kaki bulan Juli 2019 sampai dengan Jui 2020 dengan menggunakan model ARIMAX dengan efek variasi kalender. Efek variasi kalender yang ditemukan pada data nilai ekspor produk industri alas kaki adalah libur hari raya Idul Fitri. Data yang digunakan pada makalah ini yaitu data nilai ekspor produk industri alas kaki mulai dari bulan Januari tahun 2010 sampai dengan bulan Juni tahun 2019. Pemodelan ARIMAX dilakukan dengan menggabungkan model regresi dummy dari data aktual dan model ARIMA dari data residual.
Стилі APA, Harvard, Vancouver, ISO та ін.
4

Putera, Muhammad Luthfi Setiarno. "IMPROVISASI MODEL ARIMAX-ANFIS DENGAN VARIASI KALENDER UNTUK PREDIKSI TOTAL TRANSAKSI NON-TUNAI." Indonesian Journal of Statistics and Its Applications 4, no. 2 (July 31, 2020): 296–310. http://dx.doi.org/10.29244/ijsa.v4i2.603.

Повний текст джерела
Анотація:
Developed information technology boosts interest to use non-cash payment media in many areas. Following the high usage of a non-cash scheme in many payment transactions recently, the objective of this work is two-fold that is to predict the total of a non-cash transaction by using various time-series models and to compare the forecasting accuracy of those models. As a country with a mostly dense Moslem population, plenty of economical activities are arguably influenced by the Islamic calendar effect. Therefore the models being compared are ARIMA, ARIMA with Exogenous (ARIMAX), and a hybrid between ARIMAX and Adaptive Neuro-Fuzzy Inference Systems (ANFIS). By taking such calendar variation into account, the result shows that ARIMAX-ANFIS is the best method in predicting non-cash transactions since it produces lower MAPE. It is indicated that non-cash transaction increases significantly ahead of Ied Fitr occurrence and hits the peak in December. It demonstrates that the hybrid model can improve the accuracy performance of prediction.
Стилі APA, Harvard, Vancouver, ISO та ін.
5

Putera, Muhammad Luthfi Setiarno. "PERAMALAN TRANSAKSI PEMBAYARAN NON-TUNAI MENGGUNAKAN ARIMAX-ANN DENGAN KONFIGURASI KALENDER." BAREKENG: Jurnal Ilmu Matematika dan Terapan 14, no. 1 (March 1, 2020): 135–46. http://dx.doi.org/10.30598/barekengvol14iss1pp135-146.

Повний текст джерела
Анотація:
Akses internet yang luas mendorong kian seringnya sistem pembayaran non-tunai digunakan. Di Indonesia, berbagai aktivitas dan transaksi ekonomi seringkali dipengaruhi oleh pergerakan kalender, terutama kalender Hijriyah. Tujuan penelitian ini untuk memodelkan dan meramalkan total pembayaran non-tunai di Indonesia dengan menambahkan konfigurasi kalender sebagai variabel. Digunakan metode ARIMA, ARIMAX dan hibrida ARIMAX-ANN yang akan dibandingkan akurasinya. Diperoleh model terbaik untuk peramalan jumlah pembayaran non-tunai adalah ARIMAX-ANN dengan RMSE terkecil, yaitu Rp 20,9 triliun. Spesifikasi model terbaik tersebut adalah ARIMAX(2,1,1) yang dihibrida dengan ANN yang inputnya diseleksi melalui regresi stepwise. Selain memenuhi asumsi galat yang identik, independen, dan berdistribusi normal, ARIMAX-ANN juga mampu mengikuti dinamika dan tren dari pembayaran non-tunai, khususnya pada bulan jatuhnya Idul Fitri dan periode akhir tahun.
Стилі APA, Harvard, Vancouver, ISO та ін.
6

Pektaş, Ali Osman, and H. Kerem Cigizoglu. "ANN hybrid model versus ARIMA and ARIMAX models of runoff coefficient." Journal of Hydrology 500 (September 2013): 21–36. http://dx.doi.org/10.1016/j.jhydrol.2013.07.020.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
7

Diksa, I. Gusti Bagus Ngurah. "Forecasting the Existence of Chocolate with Variation and Seasonal Calendar Effects Using the Classic Time Series Approach." Jurnal Matematika, Statistika dan Komputasi 18, no. 2 (January 1, 2022): 237–50. http://dx.doi.org/10.20956/j.v18i2.18542.

Повний текст джерела
Анотація:
Chocolate is the raw material for making cakes, so consumption of chocolate also increases on Eid al-Fitr. However, this is different in the United States where the tradition of sharing chocolate cake is carried out on Christmas. To monitor the existence of this chocolate can be through the movement of data on Google Trends. This study aims to predict the existence of chocolate from the Google trend where the use of chocolate by the community fluctuates according to the calendar variance and seasonal rhythm. The method used is classic time series, namely nave, double exponential smoothing, multiplicative decomposition, addictive decomposition, holt winter multiplicative, holt winter addictive, time series regression, hybrid time series, ARIMA, and ARIMAX. Based on MAPE in sample, the best time series model to model the existence of chocolate in Indonesia is ARIMAX (1,0,0) while for the United States it is Hybrid Time Series Regression-ARIMA(2,1,[10]). For forecasting the existence of chocolate in Indonesia, the best models in forecasting are ARIMA (([11],[12]),1,1) and Naïve Seasonal. In contrast to the best forecasting model for the existence of chocolate in the United States, namely Hybrid Naïve Seasonal-SARIMA (2,1,0)(0,0,1)12 Hybrid Time Series Regression- ARIMA(2,1,[10]), Time Series Regression, Winter Multiplicative, ARIMAX([3],0,0).
Стилі APA, Harvard, Vancouver, ISO та ін.
8

Rizalde, Fadlika Arsy, Sri Mulyani, and Nelayesiana Bachtiar. "Forecasting Hotel Occupancy Rate in Riau Province Using ARIMA and ARIMAX." Proceedings of The International Conference on Data Science and Official Statistics 2021, no. 1 (January 4, 2022): 578–89. http://dx.doi.org/10.34123/icdsos.v2021i1.199.

Повний текст джерела
Анотація:
Hotel Occupancy Rate is one of the important leading indicators for calculating the Accommodation Sub-Category of Gross Regional Domestic Product (GRDP). By the extreme decline of the Hotel Occupancy Rate data due to COVID-19 and the unavailability of current data to counting GRDP quarterly, the Hotel Occupancy Rate prediction needs to do with the appropriate forecasting method. The authors use data from Google Trends as an additional variable in predicting the Hotel Occupancy Rate using the ARIMAX model and then compares it with the ARIMA model. The results showed that the ARIMAX model had better accuracy than ARIMA, with a MAPE value of 9.64 percent and an RMSE of 4.21 percent. This research concluded that if there is no change in government policy related to social restrictions until the end of the year, the ARIMAX model predicts the December 2021 Hotel Occupancy Rate of 38.59 percent.
Стилі APA, Harvard, Vancouver, ISO та ін.
9

Musa, Mohammed Ibrahim. "Malaria Disease Distribution in Sudan Using Time Series ARIMA Model." International Journal of Public Health Science (IJPHS) 4, no. 1 (March 1, 2015): 7. http://dx.doi.org/10.11591/ijphs.v4i1.4705.

Повний текст джерела
Анотація:
<p>Malaria is widely spread and distributed in the tropical and subtropical regions of the world. Sudan is a sub-Saharan African country that is highly affected by malaria with 7.5 million cases and 35,000 deaths every year. The auto-regressive integrated moving average (ARIMA) model was used to predict the spread of malaria in the Sudan. The ARIMA model used malaria cases from 2006 to 2011 as a training set, and data from 2012 as a testing set, and created the best model fitted to forecast the malaria cases in Sudan for years 2013 and 2014. The ARIMAX model was carried out to examine the relationship between malaria cases and climate factors with diagnostics of previous malaria cases using the least Bayesian Information Criteria (BIC) values. The results indicated that there were four different models, the ARIMA model of the average for the overall states is (1,0,1)(0,1,1)<sup>12</sup>. The ARIMAX model showed that there is a significant variation between the states in Sudan.</p>
Стилі APA, Harvard, Vancouver, ISO та ін.
10

Musa, Mohammed Ibrahim. "Malaria Disease Distribution in Sudan Using Time Series ARIMA Model." International Journal of Public Health Science (IJPHS) 4, no. 1 (March 1, 2015): 7. http://dx.doi.org/10.11591/.v4i1.4705.

Повний текст джерела
Анотація:
<p>Malaria is widely spread and distributed in the tropical and subtropical regions of the world. Sudan is a sub-Saharan African country that is highly affected by malaria with 7.5 million cases and 35,000 deaths every year. The auto-regressive integrated moving average (ARIMA) model was used to predict the spread of malaria in the Sudan. The ARIMA model used malaria cases from 2006 to 2011 as a training set, and data from 2012 as a testing set, and created the best model fitted to forecast the malaria cases in Sudan for years 2013 and 2014. The ARIMAX model was carried out to examine the relationship between malaria cases and climate factors with diagnostics of previous malaria cases using the least Bayesian Information Criteria (BIC) values. The results indicated that there were four different models, the ARIMA model of the average for the overall states is (1,0,1)(0,1,1)<sup>12</sup>. The ARIMAX model showed that there is a significant variation between the states in Sudan.</p>
Стилі APA, Harvard, Vancouver, ISO та ін.

Дисертації з теми "ARIMAX model"

1

Логін, Вадим Вікторович. "Моделі для прогнозування характеристик трафіка цифрової реклами". Master's thesis, Київ, 2018. https://ela.kpi.ua/handle/123456789/23748.

Повний текст джерела
Анотація:
Магістерська дисертація: 112 с., 48 рис., 40 табл., 3 додатки і 30 джерел. Об’єкт дослідження – трафік цифрової реклами у формі статистичних даних. Предмет дослідження – моделі та методи аналізу даних у формі часових рядів, методи прикладної статистики. Мета роботи – побудова моделей часових рядів для прогнозування найважливіших характеристик трафіка цифрової реклами. Методи дослідження – моделі часових рядів для прогнозування даних та порівняльний аналіз отриманих моделей. У даній роботі наведені результати побудови моделей часових рядів, що призначені для прогнозування найважливіших характеристик трафіка цифрової реклами. Описані результати порівняльного аналізу отриманих моделей за допомогою інформаційних критеріїв, а також з точки зору їхньої точності. Встановлено, що для нашої задачі, найкращою моделлю є модель ARIMAX (Autoregressive integrated moving-average model with exogenous inputs), тобто модель авторегресії та ковзного середнього з екзогенними змінними. Тому для подальших досліджень рекомендовано використовувати саме цю модель. За матеріалами магістерської дисертації були написані тези, а також написана наукова стаття. Тези будуть опубліковані в збірці тез доповідей конференції САІТ-2018. А наукова стаття буде опублікована в електронній збірці доповідей у видавництві CEUR. Прогнозні припущення щодо подальшого розвитку об’єкта дослідження – побудова нових, а також вдосконалення існуючих моделей часових рядів для прогнозування найважливіших характеристик цифрової реклами. А також узагальнення дослідження, що проводилось у даній роботі, на аналіз окремих сайтів із рекламного трафіку.
Models for forecasting parameters of digital advertising traffic. Master's thesis: 112 p., 48 fig., 40 tabl., 3 appendixes and 30 sources. The object of study – digital advertising traffic in the form of statistical data. Subject of research – models and methods of analysis of data in the form of time series, methods of applied statistics. Purpose – constructing time series models for forecasting the most important characteristics of digital advertising traffic. Methods of research – time series models for forecasting data and comparative analysis of the obtained models. This paper presents the results of construction of time series models, which are intended for forecasting of the most important characteristics of digital advertising traffic. Described the results of the comparative analysis of the obtained models with the help of information criteria, and also in terms of their accuracy. Was found that for our task, the best model is the ARIMAX model (Autoregressive integrated moving-average model with exogenous inputs). Therefore, it is recommended to use this model for further research. Based on master's dissertation were written theses as well as a scientific article. The theses will be published in the SAIT-2018 conference Book of Abstracts. The scientific article will be published in the electronic collection of reports at the CEUR publishing house (CEUR Workshop Proceedings). The further development of the research object – is the construction of new ones, as well as the improvement of existing time series models for forecasting the most important characteristics of digital advertising traffic. And also – it is a generalization of the research, conducted in this paper, on the analysis of individual sites from the digital advertising traffic.
Стилі APA, Harvard, Vancouver, ISO та ін.
2

Uppling, Hugo, and Adam Eriksson. "Single and multiple step forecasting of solar power production: applying and evaluating potential models." Thesis, Uppsala universitet, Institutionen för teknikvetenskaper, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-384340.

Повний текст джерела
Анотація:
The aim of this thesis is to apply and evaluate potential forecasting models for solar power production, based on data from a photovoltaic facility in Sala, Sweden. The thesis evaluates single step forecasting models as well as multiple step forecasting models, where the three compared models for single step forecasting are persistence, autoregressive integrated moving average (ARIMA) and ARIMAX. ARIMAX is an ARIMA model that also takes exogenous predictors in consideration. In this thesis the evaluated exogenous predictor is wind speed. The two compared multiple step models are multiple step persistence and the Gaussian process (GP). Root mean squared error (RMSE) is used as the measurement of evaluation and thus determining the accuracy of the models. Results show that the ARIMAX models performed most accurate in every simulation of the single step models implementation, which implies that adding the exogenous predictor wind speed increases the accuracy. However, the accuracy only increased by 0.04% at most, which is determined as a minimal amount. Moreover, the results show that the GP model was 3% more accurate than the multiple step persistence; however, the GP model could be further developed by adding more training data or exogenous variables to the model.
Стилі APA, Harvard, Vancouver, ISO та ін.
3

Cruz, Cristovam Colombo dos Santos. "AnÃlise de sÃries temporais para previsÃo mensal do icms: o caso do PiauÃ." Universidade Federal do CearÃ, 2007. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1648.

Повний текст джерела
Анотація:
nÃo hÃ
Esta DissertaÃÃo trata de pesquisa sobre a anÃlise de sÃries temporais para previsÃo mensal do Imposto Sobre CirculaÃÃo e Mercadorias e PrestaÃÃo de ServiÃos â ICMS no estado do PiauÃ. Objetiva-se com essa pesquisa oferecer aos gestores do estado um modelo de previsÃo consistente e com bom poder preditivo, de forma a contribuir com a gestÃo financeira estadual. No trabalho, utilizaram-se os modelos ARIMA e FunÃÃo de TransferÃncia para realizar previsÃes, bem como o Modelo CombinaÃÃo de PrevisÃes. A dissertaÃÃo apresenta um diagnÃstico do ICMS no estado do Piauà e uma revisÃo da literatura onde sÃo abordados os principais aspectos teÃricos dos modelos utilizados no trabalho, bem como a anÃlise dos resultados empÃricos. Ao final, pode-se observar que os resultados obtidos na presente dissertaÃÃo, estÃo em sintonia com outros resultados obtidos em trabalhos semelhantes realizados sobre o tema, o que vem a confirmar a importÃncia dos modelos que utilizam a anÃlise de sÃries temporais como instrumento de prediÃÃo.
This dissertation deals with a research on the temporal series analysis for the monthly forecast of the turnover and services tax â ICMS in Brazil â in the state of PiauÃ. The aim of this research is to offer the statewide policymakers a consistent forecast and powerfully predictive model, so as to contribute to the state finance management. In this work, the ARIMA and Assignment Function models were used to carry out forecasts, as well as Forecast Combination. The dissertation presents a diagnosis of the ICMS in the state of PiauÃ, a review on the literature where the main theoretical aspects of the models carried out in the work are addressed, in addition to the empirical findings analysis. As a conclusion, it can be observed that the findings carried out in this dissertation are in harmony with other results of similar works carried out on the theme, which corroborates the importance of the models using the temporal series analysis as a forecasting instrument.
Стилі APA, Harvard, Vancouver, ISO та ін.
4

Abalos, Choque Melisa. "Modelo Arima con intervenciones." Universidad Mayor de San Andrés. Programa Cybertesis BOLIVIA, 2009. http://www.cybertesis.umsa.bo:8080/umsa/2009/abalos_cme/html/index-frames.html.

Повний текст джерела
Анотація:
El desarrollo de gran parte de los modelos y métodos estadísticos, específicamente relacionados con series temporales, ha ido ligado al deseo de estudiar aplicaciones específicas dentro de diversos ámbitos científicos. El presente trabajo también surgió con el objetivo de resolver diversos problemas que se plantean dentro del ámbito econométrico, aunque también puede ser usado en otros ámbitos, todos ellos ligados con un conjunto de datos históricos y con una aplicación muy concreta al estudio del “egreso de divisas” en Bolivia. Se han estudiado a profundidad los modelos para series temporales que únicamente dependían del pasado de la propia serie. En el presente trabajo se inicia el análisis de una serie temporal teniendo en cuenta algún tipo de información externa. En el capítulo 1 se sustenta fuertemente el hecho de investigar acerca de aspectos ajenos a la serie temporal que llegan de algún modo a alterar su normal comportamiento. El capítulo 2 desarrolla minuciosamente modelos univariantes conocidos con el nombre de ARIMA, desarrollando su parte teórica. Posteriormente se complementa esta perspectiva univariante añadiéndose una parte determinística correspondiente al análisis de intervención construyendo así el modelo ARIMA CON INTERVENCIONES, la utilización de éstos modelos es comparada en el capítulo 3, de esta manera se distingui cual de los dos es más efectivo cuando los datos son afectados por eventos circunstanciales. La metodología del modelo ARIMA CON INTERVENCIONES es una herramienta útil para “modelizar” el comportamiento de las series temporales que presentan modificaciones a raíz de eventos ajenos que no pueden ser controlados.
Стилі APA, Harvard, Vancouver, ISO та ін.
5

Örneholm, Filip. "Anomaly Detection in Seasonal ARIMA Models." Thesis, Uppsala universitet, Tillämpad matematik och statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388503.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
6

Almeida, Antonia Fabiana Marques. "AnÃlise Comparativa da AplicaÃÃo de Modelos para ImputaÃÃo do Volume MÃdio DiÃrio de SÃries HistÃricas de Volume de TrÃfego." Universidade Federal do CearÃ, 2010. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7012.

Повний текст джерела
Анотація:
CoordenaÃÃo de AperfeiÃoamento de Pessoal de NÃvel Superior
Para melhorias do sistema rodoviÃrio, tanto no que se refere à infra-estrutura quanto à operaÃÃo, à necessÃrio a realizaÃÃo de estudos e planejamento, buscando a melhor utilizaÃÃo dos recursos existentes. Para tanto, faz-se o uso de uma importante medida de trÃfego, o volume veicular. Os dados de trÃfego sÃo coletados por meio manuais ou eletrÃnicos, porÃm, ambos podem apresentar falhas e nÃo coletar os dados em sua totalidade. No caso dos equipamentos eletrÃnicos de contagem, a coleta contÃnua pode formar uma sÃrie histÃrica, que, devido a nÃo coleta, gera falhas ao longo da base de dados, as quais podem comprometer os estudos embasados nestas informaÃÃes. Este trabalho busca, portanto, realizar anÃlises de mÃtodos empregados para estimaÃÃo destes valores faltosos, buscando conhecer o modelo mais eficaz para a variÃvel Volume MÃdio DiÃrio dos dados obtidos pelos postos de contagem contÃnua instalados nas rodovias estaduais do CearÃ. Os modelos de estimaÃÃo aplicados neste trabalho sÃo os modelos ARIMA de anÃlise de sÃries temporais, e modelos simples, que apresentam aplicaÃÃo menos complexa e processamento mais rÃpido, enquanto que o ARIMA demanda maior conhecimento especÃfico do profissional que o utiliza. Assim, o mÃtodo mais eficaz aqui considerado foi o que obteve menores erros apÃs aplicaÃÃo do modelo. Para estas aplicaÃÃes foram selecionados quatro postos permanentes, de acordo com o percentual de dados vÃlidos e sua localizaÃÃo, buscando a utilizaÃÃo de postos em pontos representativos do estado. O melhor modelo encontrado foi o ARIMA (1,0,1)7 (com erro mÃdio de 1,816%), porÃm, um dos modelos simples, o MS2, obteve resultados prÃximos aos do ARIMA (erro mÃdio 1,837%), e tambÃm pode ser considerado satisfatÃrio para aplicaÃÃo na imputaÃÃo de valores faltosos.
In order to improve the road system, with regard to its infrastructure and operation, it is necessary to perform studies and planning, by seeking the best use of existing resources. Therefore an important traffic measure is used, i.e., vehicle volume. Traffic data is collected either manually or electronically; however both ways can fail and not collect all data. In the case of electronic counting equipment, the continuous data collection may form a time series, which produces failures in the database due to non-collection, which can compromise the studies based on this information. Therefore this work aims to perform analysis of methods used to estimate these missing values, by trying to know the most effective model for the Average Daily Volume variable of the data obtained by the continuous counting stations installed in the state highways of CearÃ. The estimation models used in this work are the ARIMA models for time series analysis, and simple models, which present a less complex application and a faster processing, while the ARIMA requires more specific knowledge of the professional who uses it. The most effective method considered herein was the one that obtained smaller errors after the application of the models. Four permanent counting stations were selected for these applications, according to the percentage of valid data and its location, by seeking the use of stations in representative points of the state. The best model found was ARIMA (1,0,1)7 (with an average error of 1.816%), however one of the simplest models, MS2, produced results similar to those of ARIMA (an average error of 1.837%), and it can also be considered suitable for application in the allocation of missing values.
Стилі APA, Harvard, Vancouver, ISO та ін.
7

Fracaro, Nelize. "Estacionariedade das séries temporais do modelo matemático arimax de propulsores eletromecânicos." reponame:Repositório Institucional da UNIJUI, 2018. http://bibliodigital.unijui.edu.br:8080/xmlui/handle/123456789/5565.

Повний текст джерела
Анотація:
Este trabalho científico apresenta o estudo da modelagem matemática de propulsores eletromecânicos das aeronaves tipo multirrotor, uma vez que estes são responsáveis pela estabilidade dessas aeronaves. Esses veículos aéreos de pequeno porte se caracterizam pela ausência física de um controlador. Atualmente, essas naves vêm sendo utilizadas em diversas áreas, para fiscalizar, inspecionar e/ou monitorar através de imagens aéreas e filmagens. Portanto, investiga-se principalmente a estacionariedade das séries temporais da corrente e da velocidade angular do propulsor eletromecânico de forma a obter um modelo matemático não espúrio. Para isso, o estudo visa aprofundar o conhecimento de testes de raiz unitária, os quais são aplicados nos dados coletados das grandezas supracitadas. A metodologia proposta consiste no estudo do sistema de propulsão implementado numa plataforma de testes para a coleta de dados. Posteriormente é realizada a aplicação dos testes de estacionariedade sobre os dados coletados e efetuado o cálculo das funções de autocorrelação e autocorrelação parcial para determinação da estrutura e ordem do modelo. Em seguida é feita a estimação de parâmetros e validação do modelo através da simulação dos dados da plataforma e a análise residual. Após estimados os parâmetros do modelo ARIMAX, foi validado o mesmo pela análise residual e também pelo cálculo do erro, obtendo assim um resultado satisfatório. Com este trabalho auxilia-se a comunidade científica que projeta e desenvolve naves do tipo multirrotor, uma vez que os modelos obtidos dos propulsores eletromecânicos são mais consistentes.
88 f.
Стилі APA, Harvard, Vancouver, ISO та ін.
8

Teodoro, Valiana Alves. "Modelos de séries temporais para temperatura em painéis de cimento-madeira." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-07042015-102815/.

Повний текст джерела
Анотація:
Por meio do monitoramento da evolução da temperatura da mistura cimento-madeira, pode-se utilizar esta informação como uma série temporal. O objetivo deste estudo foi utilizar modelos de séries temporais para descrever as séries de temperatura do experimento constituído por diferentes espécies associadas a resíduos de Candeia na produção de painéis particulado e compara-las duas a duas para averiguar se foram geradas pelo mesmo processo estocástico. Inicialmente foi realizado um estudo para avaliar a estacionariedade das séries utilizando o correlograma e o teste da raiz unitária de Dickey-Fuller, na qual todas as séries apresentaram não estacionariedade, para o tratamento de 25% Candeia e Eucalipto com tratamento prévio de água foi dita uma série I(2) e pelos critérios AIC, BIC e MAPE o melhor modelo foi ARIMA(2, 2, 2), para o tratamento de 50% Candeia e Eucalipto também com tratamento prévio de água foi dita uma série I(1) e pelos critérios o melhor modelo foi ARIMA(4, 2, 2), para o tratamento de 75% Candeia e Eucalipto com tratamento prévio de água foi dita uma série I(1) com o modelo ARIMA(5, 1, 0), e para o tratamento de 25% Candeia e Eucalipto sem tratamento prévio de água foi dita uma série I(1) com o modelo ARIMA(2, 1, 2). Em relação à comparação das séries temporais contempladas neste trabalho é possível concluir que as mesmas são diferentes entre si, ou seja, não foram geradas pelo mesmo processo estocástico.
By monitoring the temperature evolution of the cement-wood mixture, one can utilize this information as a time series. The objective of this study was to utilize time series models to describe the temperature series from an experiment, consisting of different species associated to Candeia residuals in the production of particleboard panels, and do a pairwise comparison to verify if they were generated from the same stochastic process. Initially it was realized the Dickey-Fuller unit root test to verify series stationarity, which indicated that all series were not stationary. For the 25% Candeia and Eucalyptus treatment with previous water treatment the series was best modelled by an ARIMA(2, 2, 2) as evidenced by the AIC, BIC and MAPE criteria. For the 50% Candeia and Eucalyptus treatment also with previous water treatment the series was best modelled by an ARIMA(4, 2, 2) as indicated by the same criteria. Finally for the 75% Candeia and Eucalyptus treatment with previous water treatment and the 25% Candeia and Eucalyptus treatment without previous water treatment the best models were the ARIMA(5, 1, 0) and the ARIMA(2, 1, 2) respectively. In relation to the comparison of the time series contemplated in this study it is possible to conclude that they are different, that is, they were not generated by the same stochastic process.
Стилі APA, Harvard, Vancouver, ISO та ін.
9

naz, saima. "Forecasting daily maximum temperature of Umeå." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-112404.

Повний текст джерела
Анотація:
The aim of this study is to get some approach which can help in improving the predictions of daily temperature of Umeå. Weather forecasts are available through various sources nowadays. There are various software and methods available for time series forecasting. Our aim is to investigate the daily maximum temperatures of Umeå, and compare the performance of some methods in forecasting these temperatures. Here we analyse the data of daily maximum temperatures and find the predictions for some local period using methods of autoregressive integrated moving average (ARIMA), exponential smoothing (ETS), and cubic splines.  The forecast package in R is used for this purpose and automatic forecasting methods available in the package are applied for modelling with ARIMA, ETS, and cubic splines. The thesis begins with some initial modelling on univariate time series of daily maximum temperatures. The data of daily maximum temperatures of Umeå from 2008 to 2013 are used to compare the methods using various lengths of training period. On the basis of accuracy measures we try to choose the best method. Keeping in mind the fact that there are various factors which can cause the variability in daily temperature, we try to improve the forecasts in the next part of thesis by using multivariate time series forecasting method on the time series of maximum temperatures together with some other variables. Vector auto regressive (VAR) model from the vars package in R is used to analyse the multivariate time series. Results: ARIMA is selected as the best method in comparison with ETS and cubic smoothing splines to forecast one-step-ahead daily maximum temperature of Umeå, with the training period of one year. It is observed that ARIMA also provides better forecasts of daily temperatures for the next two or three days. On the basis of this study, VAR (for multivariate time series) does not help to improve the forecasts significantly. The proposed ARIMA with one year training period is compatible with the forecasts of daily maximum temperature of Umeå obtained from Swedish Meteorological and Hydrological Institute (SMHI).
Стилі APA, Harvard, Vancouver, ISO та ін.
10

Ballesteros, Lozano Horacio. "Determinación de óptimo de Rolling bajo modelo Arimax para ADR mexicana TMM." Tesis, Universidad de Chile, 2006. http://www.repositorio.uchile.cl/handle/2250/112088.

Повний текст джерела
Анотація:
Tesis para optar al grado de Magíster en Finanzas
No disponible a texto completo
A través del tiempo tanto las empresas como los mercados enfrentan cada día nuevos retos o desafíos relacionados con demandas estables, competencia intensa, consumidores exigentes y nuevos fenómenos sociales. Estos desafíos requieren en situaciones su previa predicción; debido a esto se han implementado nuevos conceptos y técnicas con el propósito de obtener resultados con mayor eficiencia, disminuyendo la aversión al riesgo para una mejor toma de decisiones. Para el caso de la decisiones financieras las técnicas de pronósticos estadísticos han ayudado a que las personas busquen maneras para poder acceder a mayor información, que les permita poder tomar decisiones de una forma correcta, en donde las posibilidades de equivocarse sean las mínimas y el éxito en la toma de decisiones sea lo más alto posible. La predicción de los fenómenos futuros, están basados en premisas de que los elementos que suceden en la práctica, no son un efecto aleatorio, sino que representan tendencias que podrían ser explicadas de cierta forma por algún modelo; algunas de estas tendencias han servido de mucha ayuda para los inversionistas en sus decisiones. El surgimiento de modelos con comportamiento lineal puede crear cierta certeza en la predicción de resultados, solo que el planteamiento del problema va a ser un elemento clave para lograr una mayor capacidad predictiva junto con la manera de utilizar la información en el modelo
Стилі APA, Harvard, Vancouver, ISO та ін.

Книги з теми "ARIMAX model"

1

Meyler, Aidan. Forecasting Irish inflation using ARIMA models. Dublin: Central Bank of Ireland, Economic Analysis, Research and Publications Department, 1998.

Знайти повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
2

Fritzer, Friedrich. Forecasting Austrian HICP and its components using VAR and ARIMA models. Wien: Oesterreichische Nationalbank, 2002.

Знайти повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
3

Yŏ, Un-bang. Sŭngpŏp kyejŏl ARIMA mohyŏng ŭi kujo sikpyŏl pangbŏp. Sŏul Tʻŭkpyŏlsi: Hang̕uk Kaebal Yŏng̕uwŏn, 1985.

Знайти повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
4

Subagyo. Memutus rantai kemiskinan perempuan: Melalui model utilisasi kelompok arisan dan simpan pinjam sebagai pemberdayaan kelompok perempuan miskin. Malang: Intimedia, 2013.

Знайти повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
5

Reid, Abigail-Kate, and Nick Allum. Learn About Time Series ARIMA Models in Stata With Data From the USDA Feed Grains Database (1876–2015). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications, Ltd., 2020. http://dx.doi.org/10.4135/9781529710281.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
6

Reid, Abigail-Kate, and Nick Allum. Learn About Time Series ARIMA Models in Stata With Data From the NOAA Global Climate at a Glance (1910–2015). 1 Oliver's Yard, 55 City Road, London EC1Y 1SP United Kingdom: SAGE Publications, Ltd., 2020. http://dx.doi.org/10.4135/9781529710380.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
7

McCleary, Richard, David McDowall, and Bradley J. Bartos. ARIMA Algebra. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0002.

Повний текст джерела
Анотація:
The goal of Chapter 2 is to derive the properties of common processes and, based on these properties, to develop a general scheme for classifying processes. Stationary processes includes white noise, moving average (MA), and autoregressive (AR) processes. MA and AR models can approximate mixed ARMA models. A lag or backshift operator is used to solve ARIMA models for time series observations or random shocks. Covariance functions are derived for each of the common processes.Maximum likelihood estimates are introduced for the purposes of estimating autoregressive and moving average parameters.
Стилі APA, Harvard, Vancouver, ISO та ін.
8

McCleary, Richard, David McDowall, and Bradley J. Bartos. Forecasting. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0004.

Повний текст джерела
Анотація:
Chapter 4 downplays forecasting’s role in the design and analysis of time series experiments and emphasizes its potential abuses. While the “best” ARIMA model will outperform other forecasting models in the short and medium-run, long-horizon ARIMA forecasts grow increasingly inaccurate with diminished utility to the forecaster. Although the principles of forecasting help provide deeper insight into the nature of ARIMA models and modeling, the forecasts themselves are ordinarily of limited practical value. Forecasting can provide useful guidance to analysts choosing between two competing univariate models. While forecasting accuracy is only one of many criteria that might be considered, other things being equal, it is fair to say that a statistically adequate model of a process should provide reasonable forecasts of the future. Forecast accuracy depends on a host of factors, many of which lie outside the grasp of model adequacy. More important, forecast accuracy has no universally accepted metric.
Стилі APA, Harvard, Vancouver, ISO та ін.
9

McCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.

Повний текст джерела
Анотація:
Chapter 3 introduces the Box-Jenkins AutoRegressive Integrated Moving Average (ARIMA) noise modeling strategy. The strategy begins with a test of the Normality assumption using a Kolomogov-Smirnov (KS) statistic. Non-Normal time series are transformed with a Box-Cox procedure is applied. A tentative ARIMA noise model is then identified from a sample AutoCorrelation function (ACF). If the sample ACF identifies a nonstationary model, the time series is differenced. Integer orders p and q of the underlying autoregressive and moving average structures are then identified from the ACF and partial autocorrelation function (PACF). Parameters of the tentative ARIMA noise model are estimated with maximum likelihood methods. If the estimates lie within the stationary-invertible bounds and are statistically significant, the residuals of the tentative model are diagnosed to determine whether the model’s residuals are not different than white noise. If the tentative model’s residuals satisfy this assumption, the statistically adequate model is accepted. Otherwise, the identification-estimation-diagnosis ARIMA noise model-building strategy continues iteratively until it yields a statistically adequate model. The Box-Jenkins ARIMA noise modeling strategy is illustrated with detailed analyses of twelve time series. The example analyses include non-Normal time series, stationary white noise, autoregressive and moving average time series, nonstationary time series, and seasonal time series. The time series models built in Chapter 3 are re-introduced in later chapters. Chapter 3 concludes with a discussion and demonstration of auxiliary modeling procedures that are not part of the Box-Jenkins strategy. These auxiliary procedures include the use of information criteria to compare models, unit root tests of stationarity, and co-integration.
Стилі APA, Harvard, Vancouver, ISO та ін.
10

Rathmanner, Steven Clifford. Image texture generation using autoregressive integrated moving average (ARIMA) models. 1987.

Знайти повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.

Частини книг з теми "ARIMAX model"

1

Shumway, Robert H., and David S. Stoffer. "ARIMA Models." In Time Series: A Data Analysis Approach Using R, 99–128. Boca Raton : CRC Press, Taylor & Francis Group, 2019.: Chapman and Hall/CRC, 2019. http://dx.doi.org/10.1201/9780429273285-5.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
2

Harvey, A. C. "Arima Models." In The New Palgrave Dictionary of Economics, 414–16. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_533.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
3

Shumway, Robert H., and David S. Stoffer. "ARIMA Models." In Springer Texts in Statistics, 83–171. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-7865-3_3.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
4

Harvey, A. C. "ARIMA Models." In Time Series and Statistics, 22–24. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-20865-4_2.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
5

Harvey, A. C. "Arima Models." In The New Palgrave Dictionary of Economics, 1–3. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_533-1.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
6

Shumway, Robert H., and David S. Stoffer. "ARIMA Models." In Springer Texts in Statistics, 75–163. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-52452-8_3.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
7

Franke, Jürgen, Wolfgang Karl Härdle, and Christian Matthias Hafner. "ARIMA Time Series Models." In Universitext, 237–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-54539-9_12.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
8

Borak, Szymon, Wolfgang Karl Härdle, and Brenda López Cabrera. "ARIMA Time Series Models." In Statistics of Financial Markets, 135–54. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_12.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
9

Franke, Jürgen, Wolfgang Karl Härdle, and Christian Matthias Hafner. "ARIMA Time Series Models." In Statistics of Financial Markets, 255–82. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-16521-4_12.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
10

Borak, Szymon, Wolfgang Karl Härdle, and Brenda López-Cabrera. "ARIMA Time Series Models." In Universitext, 143–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33929-5_12.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.

Тези доповідей конференцій з теми "ARIMAX model"

1

Li, Chunyan, and Jun Chen. "Traffic Accident Macro Forecast Based on ARIMAX Model." In 2009 International Conference on Measuring Technology and Mechatronics Automation. IEEE, 2009. http://dx.doi.org/10.1109/icmtma.2009.250.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
2

He, Qing, Yong-Shen Chen, Jun Qiao, Jian-Dong Qiu, and Yang Li. "Prediction Model of Urban Traffic Performance Index Using ARIMAX." In 17th COTA International Conference of Transportation Professionals. Reston, VA: American Society of Civil Engineers, 2018. http://dx.doi.org/10.1061/9780784480915.371.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
3

Yang, Mofeng, Jiaohong Xie, Peipei Mao, Chao Wang, and Zhirui Ye. "Application of the ARIMAX Model on Forecasting Freeway Traffic Flow." In 17th COTA International Conference of Transportation Professionals. Reston, VA: American Society of Civil Engineers, 2018. http://dx.doi.org/10.1061/9780784480915.061.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
4

Xu, Qiang, Wei Li, Dean Kong, Xiang Zhao, Xiaoyu Wang, Yongji Li, Yong Shen, Xiangshuo Wang, and Zheng Zhao. "Ultra-short-term Wind Speed Forecast Based on WD-ARIMAX-GARCH Model." In 2019 IEEE 2nd International Conference on Automation, Electronics and Electrical Engineering (AUTEEE). IEEE, 2019. http://dx.doi.org/10.1109/auteee48671.2019.9033198.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
5

Mahawan, Atibodee, Sutthiphong Jaiteang, Krittakom Srijiranon, and Narissara Eiamkanitchat. "Hybrid ARIMAX and LSTM Model to Predict Rice Export Price in Thailand." In 2022 International Conference on Cybernetics and Innovations (ICCI). IEEE, 2022. http://dx.doi.org/10.1109/icci54995.2022.9744161.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
6

Prayoga, I. Gede Surya Adi, Suhartono, and Santi Puteri Rahayu. "Forecasting currency circulation data of Bank Indonesia by using hybrid ARIMAX-ANN model." In THE 3RD ISM INTERNATIONAL STATISTICAL CONFERENCE 2016 (ISM-III): Bringing Professionalism and Prestige in Statistics. Author(s), 2017. http://dx.doi.org/10.1063/1.4982867.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
7

Ling Sheng Chang, Albert, Haya Ramba, Ahmad Kamil Mohd. Jaaffar, Chong Kim Phin, and Ho Chong Mun. "Effect of climate variables on cocoa black pod incidence in Sabah using ARIMAX model." In INNOVATIONS THROUGH MATHEMATICAL AND STATISTICAL RESEARCH: Proceedings of the 2nd International Conference on Mathematical Sciences and Statistics (ICMSS2016). Author(s), 2016. http://dx.doi.org/10.1063/1.4952557.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
8

Nguyen, Thien, Thanh Le, and Bac Le. "Predicting Next Purchase Item on JXM Game by K-Means Clustering and ARIMAX Model." In 2020 7th NAFOSTED Conference on Information and Computer Science (NICS). IEEE, 2020. http://dx.doi.org/10.1109/nics51282.2020.9335839.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
9

Su, Yingchen, and Yinna Ye. "Daily Passenger Volume Prediction in the Bus Transportation System using ARIMAX Model with Big Data." In 2020 International Conference on Cyber-Enabled Distributed Computing and Knowledge Discovery (CyberC). IEEE, 2020. http://dx.doi.org/10.1109/cyberc49757.2020.00055.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
10

Andreas, Christopher, Ilma Amira Rahmayanti, and Siti Maghfirotul Ulyah. "The impact of US-China trade war in forecasting the gold price using ARIMAX model." In INTERNATIONAL CONFERENCE ON MATHEMATICS, COMPUTATIONAL SCIENCES AND STATISTICS 2020. AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0042361.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.

Звіти організацій з теми "ARIMAX model"

1

Cook, Steve. Visual identification of ARIMA models. Bristol, UK: The Economics Network, January 2016. http://dx.doi.org/10.53593/n2817a.

Повний текст джерела
Стилі APA, Harvard, Vancouver, ISO та ін.
Ми пропонуємо знижки на всі преміум-плани для авторів, чиї праці увійшли до тематичних добірок літератури. Зв'яжіться з нами, щоб отримати унікальний промокод!

До бібліографії