Time series decomposition method

Part 1 of ebook "Quantitative methods in supply chain management: Models and algorithms" includes the following main contents: a review of optimization methods; continuous optimization methods; mixed integer and combinatorial optimization methods; forecasting; smoothing methods for time-series analysis; time-series decomposition; auto-regression-based forecasting; artificial intelligence-based forecasting;...

215p khuynhlinhnguyet1009 05-04-2024 4 2   Download

This paper presents the biodiesel prices in Thailand with the time series decomposition method. The source of time series data comes from the energy policy and planning office, Ministry of Energy of Thailand, monthly average retail price of regular-grade biodiesel, during 2007-2016, 120 months in total. This study aims to use forecasting methods to deter biodiesel prices in Thailand over the next 20 years, from 2017 to 2036.

8p mynguyenha 21-07-2021 10 2   Download

Forecasting the hourly electricity spot price plays a crucial role for agents involved in energy day-ahead markets. However, traditional time series processes used for this issue model each hour separately not taking into account the intraday energy market microstructure information. In this paper, we appeal to a Functional Data Analysis (FDA) viewpoint that allows modeling and forecasting the intraday electricity spot price of the Colombian Electricity Market.

8p caygaocaolon11 18-04-2021 19 1   Download

This paper examines the trends in rice and maize productivity growth in Andhra Pradesh. A nonparametric data envelopment analysis (DEA) programming method is used to compute Malmquist productivity indices. For study, time-series data on cost of cultivation of selected crops were collected from the reports of Commission on Agricultural Costs and Prices for the period 1996-97 to 2014-15. The results revealed that the decomposition of the TFPch for the corresponding years into EFFch and TECHch revealed that 48.8 per cent increase in TFPch was due to improvement in the technology used.

6p angicungduoc6 22-07-2020 18 1   Download

In this study eight macroeconomic indicators including gross domestic product (volume, NGDPD), gross national savings (NGSD_NGDP), inflation (average consumer prices, PCPI), population (LP), total investment (NID_NGDP), unemployment rate (LUR), volume of exports of goods and services (TX_RPCH), volume of imports of goods and services (TM_RPCH) were used for forecasting.

32p 035522894 13-04-2020 27 2   Download

Forecasting plays a major role in financial planning and it is an essential analytical tool in banks‟ strategies. In recent years, researchers are developing new techniques for estimation. Financial performance evaluation of banks is a kind of multi-criteria decision making (MCDM) problem which has developed rapidly. It is very important for a firm to monitor a wide range of performance indicators in order to ensure that appropriate and timely decisions and plans can be made.

31p chauchaungayxua2 04-01-2020 24 2   Download

C H A P T E R 9 Long distance – analysing time series data Chapter objectives This chapter will help you to: ■ ■ ■ ■ ■ ■ identify the components of time series employ classical decomposition to analyse time series data produce forecasts of future values of time series variables apply exponential smoothing to analyse time series data use the technology:

31p leslienguyen 21-11-2010 67 11   Download

Using ROM decomposition method of DA architecture we can reduce ROM size, however complexity of system design still exists. Hence to study DA architecture in FIR filter design a lower order filter is designed. Decrease in the order of the filter affects the frequency response of the filter, but it is time being neglected.

39p babyuni 17-08-2010 87 12   Download