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Jeffrey Tim Query, Evaristo Diz
Pág. 145 - 159
AbstractIn this study we examine the robustness of fit for a multivariate and an autoregressive integrated moving average model to a data sample time series type. The sample is a recurrent actuarial data set for a 10-year horizon. We utilize ...
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Yong Zhang, Xin Wang, Zongli Jiang, Junfeng Wei, Hiroyuki Enomoto and Tetsuo Ohata
Arctic glaciers comprise a small fraction of the world?s land ice area, but their ongoing mass loss currently represents a large cryospheric contribution to the sea level rise. In the Suntar-Khayata Mountains (SKMs) of northeastern Siberia, in situ measu...
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Carlos Alfonso Zafra-Mejía, Hugo Alexander Rondón-Quintana and Carlos Felipe Urazán-Bonells
The objective of this paper is to use autoregressive, integrated, and moving average (ARIMA) and transfer function ARIMA (TFARIMA) models to analyze the behavior of the main water quality parameters in the initial components of a drinking water supply sy...
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Eunju Hwang
Daily data on COVID-19 infections and deaths tend to possess weekly oscillations. The purpose of this work is to forecast COVID-19 data with partially cyclical fluctuations. A partially periodic oscillating ARIMA model is suggested to enhance the predict...
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Tianao Qin, Ruixin Chen, Rufu Qin and Yang Yu
Time series prediction is an effective tool for marine scientific research. The Hierarchical Temporal Memory (HTM) model has advantages over traditional recurrent neural network (RNN)-based models due to its online learning and prediction capabilities. G...
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Yoga Sasmita, Heri Kuswanto and Dedy Dwi Prastyo
Standard time-series modeling requires the stability of model parameters over time. The instability of model parameters is often caused by structural breaks, leading to the formation of nonlinear models. A state-dependent model (SDM) is a more general an...
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Davide Fronzi, Gagan Narang, Alessandro Galdelli, Alessandro Pepi, Adriano Mancini and Alberto Tazioli
Forecasting of water availability has become of increasing interest in recent decades, especially due to growing human pressure and climate change, affecting groundwater resources towards a perceivable depletion. Numerous research papers developed at var...
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Konstantinos Psychogyios, Andreas Papadakis, Stavroula Bourou, Nikolaos Nikolaou, Apostolos Maniatis and Theodore Zahariadis
The advent of computer networks and the internet has drastically altered the means by which we share information and interact with each other. However, this technological advancement has also created opportunities for malevolent behavior, with individual...
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Han Lin Shang
A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator, which is the core of dynamic functional principal compon...
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Luis Adán Félix-Salazar, Emigdio Marín-Enríquez, Eugenio Alberto Aragón-Noriega and Jorge Saul Ramirez-Perez
During the last 50 years, the increase in the efforts of the longline fleet in the Eastern Pacific Ocean (EPO) resulted in an increase in the capture of the swordfish Xiphias gladius. We analyzed a historical database of swordfish catches (1980?2020) rep...
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