Time series modeling

The research subject is the process of economic and mathematical modelling of time series characterizing the bitcoin exchange rate volatility, based on the use of artificial neural networks. The purpose of the work is to search and scientifically substantiate the tools and mechanisms for developing prognostic estimates of the crypto currency market development. The paper considers the task of financial time series trend forecasting using the LSTM neural network for supply chain strategies.

5p longtimenosee09 08-04-2024 2 1   Download

Electricity is an important energy source in each country. It is also important for the development of a university. The monthly expense for the electricity bill is different as the activities in the university would affect it. Electricity tariff also changes from time to time, thus, studies regarding electricity consumption are more representative. Therefore, the objective for this study is to evaluate the performance of several forecasting models by using the four error measures to then forecast the monthly electricity consumption.

6p longtimenosee09 08-04-2024 1 0   Download

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 2 2   Download

Time series data is a series of values observed through repeated measurements at different times. Time series data is a type of data present in almost all different fields of life. Time series prediction is an significant problem in time series data mining.

7p vilarry 01-04-2024 2 1   Download

In study "Examining the supply chain integration impact on economy by regression model" we examine the current state of supply chain integration, estimate the economic impact of inadequate integration, and identify opportunities for governmental organizations to provide critical standards infrastructures that will improve the efficiency of supply chain communications. The development of methods to reduce the impact of multicollinearity in the construction of a linear regression model is an urgent task of applied econometrics.

9p longtimenosee07 29-03-2024 3 2   Download

Ebook "Modelling our changing World" focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth.

142p manmanthanhla0201 27-02-2024 1 1   Download

Ebook "Data analysis and decision making" includes content: Introduction to data analysis and decision making; exploring data; probability and decision making under uncertainty; statistical inference; regression analysis and time series forecasting; optimization and simulation modeling.

1090p haojiubujain09 21-11-2023 3 3   Download

The Cisco IP Telephony Solution Guide is intended to help organizations implement and manage IP Telephony network solutions, which includes Planning, Design, Implementation, and Operations network phases. This method is called the PDIO model. Cisco experts in IP Telephony design, network design, customer support, high availability, network management, network implementation, and traditional telecom systems collaborated to create this document so that you can reduce guesswork, technical resources, and the time needed to ensure successful implementation of a Cisco IP Telephony network.

455p haojiubujain09 30-11-2023 7 4   Download

Part 1 of ebook "Introductory econometrics for finance (Second edition)" provides readers with contents including: Chapter 1 - Introduction; Chapter 2 - A brief overview of the classical linear regression model; Chapter 3 - Further development and analysis of the classical linear regression model; Chapter 4 - Classical linear regression model assumptions and diagnostic tests; Chapter 5 - Univariate time series modelling and forecasting;...

290p mocthanhdao0210 19-11-2023 3 3   Download

The article explores the relationship between GDP at current prices (dependent variable) and labor and capital (independent variables) in Vietnam, using the Cobb-Douglas production function. The study uses time series data for the period 1990-2020.

5p vipierre 02-10-2023 6 2   Download

Continued part 1, part 2 of ebook "Statistics and data analysis for financial engineering with R examples" provides readers with contents including: time series models basics; time series models further topics; GARCH models; cointegration; portfolio selection; the capital asset pricing model; factor models and principal components; risk management; bayesian data analysis and MCMC; nonparametric regression and splines;...

407p thamnhuocgiai 24-09-2023 5 3   Download

In line with that research trend, this paper proposes a hybrid algorithm combining particle swarm optimization with the simulated annealing technique (PSO-SA) to optimize the length of intervals to improve forecasting accuracies.

19p vimurdoch 18-09-2023 6 4   Download

This paper analyses the combination of IMU sensors and electromyography sensors (EMG) to improve the identification accuracy of human movements. We propose the hybrid convolutional neural network (CNN) and long short-term memory neuron network (LSTM) for the human gait analysis problem to achieve an accuracy of 0.9418, better than other models including pure CNN models.

18p vimulcahy 18-09-2023 4 4   Download

Instead of handling fuzzy sets associated with linguistic (L-) labels based on the developers’ intuition immediately, the study follows the hedge algebras (HA-) approach to the time series forecasting problems, in which the linguistic time series forecasting model was, for the first time, proposed and examined in 2020.

28p vimulcahy 18-09-2023 6 3   Download

In this paper, a model combining recurrent neural networks and convolutional neural networks is proposed to build a model that can simultaneously estimate missing values and classify time series data. The experimental results demonstrate that the proposed model performs better than the existing methods for time series classification with incomplete data.

16p viengels 25-08-2023 4 4   Download

Ebook Econometric analysis (Fifth edition): Part 2 includes contents: Chapter 15 simultaneous-equations models, chapter 16 estimation frameworks in econometrics, chapter 17 maximum likelihood estimation, chapter 18 the generalized method of moments, chapter 19 models with lagged variables, chapter 20 time-series models, chapter 21 models for discrete choice, chapter 22 limited dependent variable and duration models.

425p haojiubujain03 24-07-2023 4 3   Download

Ebook SAS® for Monte Carlo Studies: A guide for quantitative researchers – Part 2 includes contents: Chapter 5 automating monte carlo simulations, chapter 6 conducting monte carlo studies that involve univariate statistical techniques, chapter 7 conducting monte carlo studies for multivariate techniques, chapter 8 examples for monte carlo simulation in finance: estimating default risk and value-at-risk, chapter 9 modeling time series processes with SAS/ETS Software.

159p haojiubujain03 24-07-2023 6 2   Download

Part 2 book "Econometric analysis" includes content: Simultaneous-equations models, estimation frameworks in econometrics, maximum likelihood estimation, the generalized method of moments, models with lagged variables, models for discrete choice, limited dependent variable and duration models, time-series models.

425p oursky01 24-07-2023 4 3   Download

Continued part 1, part 2 of ebook "Construction program management – Decision making and optimization techniques" presents the following content: mathematical methods – statistics and forecasting; operations research and optimization techniques; techniques for intelligent decision support systems;...

83p dieptieuung 14-07-2023 5 2   Download

This study investigates the causality among export, foreign direct investment (FDI) inflows and economic growth in Vietnam using quarterly time-series data from 2000Q1 to 2017Q4. The vector autoregression (VAR) model is employed to explore the relationship among variables in the long term as well as the short term.

10p viwolverine 11-07-2023 7 3   Download