Number of the records: 1  

ARIMA vs. ARIMAX - which approach is better to analyze and forecast macroeconomic time series?

  1. ĎURKA, Peter - PASTOREKOVÁ, Silvia. ARIMA vs. ARIMAX - which approach is better to analyze and forecast macroeconomic time series? In Mathematical methods in Economics : proceedings of 30th international conference, 11-13 September 2012, Karviná, Czech Republic. - Karviná : Silesian University in Opava, School of Business Administration in Karviná, 2012. ISBN 978-80-7248-779-0, s. 136-140. IGPM 2317123
    Ohlasy:
    [1] ARUNRAJ, Nari Sivanandam - AHRENS, Diane. A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting. In INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS. ISSN 0925-5273, 2015, vol. 170, pp. 321-335. Dostupné na: https://doi.org/10.1016/j.ijpe.2015.09.039., Registrované v: WOS
    [1] DHAMIJA, Ajay Kumar - YADAV, Surendra S. - JAIN, P. K. Carbon credit returns under EU ETS and its determinants: a multi-phase study. In JOURNAL OF ADVANCES IN MANAGEMENT RESEARCH. ISSN 0972-7981, 2017, vol. 14, no. 4, pp. 481-526. Dostupné na: https://doi.org/10.1108/JAMR-11-2016-0099., Registrované v: WOS
    [1] ALBOTOUSH, Reda - AL WADI, S. - RASHEED, Mohammad - ABU HILAL, Ahmad. Forecasting of Handled Cargo in Aqaba Port in 2030. In INTERNATIONAL JOURNAL OF ECOLOGICAL ECONOMICS & STATISTICS. ISSN 0973-1385, 2017, vol. 38, no. 3, pp. 102-113., Registrované v: WOS
    [1] PRIYAMVADA - WADHVANI, Rajesh. Review on Various Models for Time Series Forecasting. In PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON INVENTIVE COMPUTING AND INFORMATICS (ICICI 2017), 2017, pp. 405-410., Registrované v: WOS
    [1] ADEOLA, Abiodun M. - BOTAI, Joel O. - RAUTENBACH, Hannes - ADISA, Omolola M. - NCONGWANE, Katlego P. - BOTAI, Christina M. - ADEBAYO-OJO, Temitope C. Climatic Variables and Malaria Morbidity in Mutale Local Municipality, South Africa: A 19-Year Data Analysis. In INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, 2017, vol. 14, no. 11. Dostupné na: https://doi.org/10.3390/ijerph14111360., Registrované v: WOS
    [1] SHEN, Zhipeng - ZHANG, Yuanming - LU, Jiawei - XU, Jun - XIAO, Gang. SeriesNet:A Generative Time Series Forecasting Model. In 2018 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN). ISSN 2161-4393, 2018, pp. 806-813., Registrované v: WOS
    [1] METTU, Naveena Reddy - SASIKALA, T. Prediction Analysis on Web Traffic Data Using Time Series Modeling, RNN and Ensembling Techniques. In INTERNATIONAL CONFERENCE ON INTELLIGENT DATA COMMUNICATION TECHNOLOGIES AND INTERNET OF THINGS, ICICI 2018. ISSN 2367-4512, 2019, vol. 26, pp. 611-618. Dostupné na: https://doi.org/10.1007/978-3-030-03146-6_67., Registrované v: WOS
    [1] ADEOLA, Abiodun Morakinyo - BOTAI, Joel Ondego - OLWOCH, Jane Mukarugwiza - RAUTENBACH, Hannes Cj deW - ADISA, Omolola Mayowa - DE JAGER, Christiaan - BOTAI, Christina M. - AARON, Mabuza. Predicting malaria cases using remotely sensed environmental variables in Nkomazi, South Africa. In GEOSPATIAL HEALTH. ISSN 1827-1987, 2019, vol. 14, no. 1, pp. 81-91. Dostupné na: https://doi.org/10.4081/gh.2019.676., Registrované v: WOS
    [1] SHENOY, Amrita G. - BEGLEY, Charles E. - REVERE, Lee - LINDER, Stephen H. - DAIGER, Stephen P. Innovating patient care delivery: DSRIP's interrupted time series analysis paradigm. In HEALTHCARE-THE JOURNAL OF DELIVERY SCIENCE AND INNOVATION. ISSN 2213-0764, 2019, vol. 7, no. 1, pp. 44-50. Dostupné na: https://doi.org/10.1016/j.hjdsi.2017.11.004., Registrované v: WOS
    [1] JAYA, I. Gede Nyoman Mindra - FOLMER, Henk. Bayesian spatiotemporal mapping of relative dengue disease risk in Bandung, Indonesia. In JOURNAL OF GEOGRAPHICAL SYSTEMS. ISSN 1435-5930, 2020, vol. 22, no. 1, pp. 105-142. Dostupné na: https://doi.org/10.1007/s10109-019-00311-4., Registrované v: WOS
    [1] WANISHSAKPONG, Wandee - OWUSU, Bright Emmanuel. Optimal time series model for forecasting monthly temperature in the southwestern region of Thailand. In MODELING EARTH SYSTEMS AND ENVIRONMENT. ISSN 2363-6203, 2020, vol. 6, no. 1, pp. 525-532. Dostupné na: https://doi.org/10.1007/s40808-019-00698-5., Registrované v: WOS
    [1] SHEN, Zhipeng - ZHANG, Yuanming - LU, Jiawei - XU, Jun - XIAO, Gang. A novel time series forecasting model with deep learning. In NEUROCOMPUTING. ISSN 0925-2312, 2020, vol. 396, pp. 302-313. Dostupné na: https://doi.org/10.1016/j.neucom.2018.12.084., Registrované v: WOS
    [1] KIM, Gyeongmin - HUR, Jin. Methodology for Security Analysis of Grid- Connected Electric Vehicle Charging Station With Wind Generating Resources. In IEEE ACCESS. ISSN 2169-3536, 2021, vol. 9, pp. 63905-63914. Dostupné na: https://doi.org/10.1109/ACCESS.2021.3075072., Registrované v: WOS
    [1] LI, M. - BAEK, M. - ASHURI, B. Forecasting Ratio of Low Bid to Owner's Estimate for Highway Construction. In JOURNAL OF CONSTRUCTION ENGINEERING AND MANAGEMENT. ISSN 0733-9364, 2021, vol. 147, no. 1. Dostupné na: https://doi.org/10.1061/(ASCE)CO.1943-7862.0001970., Registrované v: WOS
    [1] TARIQ, Haseeb - HANIF, Muhammad Kashif - SARWAR, Muhammad Umer - BARI, Sabeen - SARFRAZ, Muhammad Shahzad - OSKOUEI, Rozita Jamili. Employing Deep Learning and Time Series Analysis to Tackle the Accuracy and Robustness of the Forecasting Problem. In SECURITY AND COMMUNICATION NETWORKS. ISSN 1939-0114, 2021, vol. 2021. Dostupné na: https://doi.org/10.1155/2021/5587511., Registrované v: WOS
    [1] AL-TURAIKI, Isra - ALMUTLAQ, Fahad - ALRASHEED, Hend - ALBALLA, Norah. Empirical Evaluation of Alternative Time-Series Models for COVID-19 Forecasting in Saudi Arabia. In INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, 2021, vol. 18, no. 16. Dostupné na: https://doi.org/10.3390/ijerph18168660., Registrované v: WOS
    [1] ZHANG, Yang - REN, Gang - LIU, Xiaojie - GAO, Guanglan - ZHU, Mingdong. Ensemble learning-based modeling and short-term forecasting algorithm for time series with small sample. In ENGINEERING REPORTS, 2021.Dostupné na: https://doi.org/10.1002/eng2.12486., Registrované v: WOS
    [1] DUAN, Nan - HUANG, Can - SUN, Chih-Che - MIN, Liang. Smart Meters Enabling Voltage Monitoring and Control: The Last-Mile Voltage Stability Issue. In IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS. ISSN 1551-3203, 2022, vol. 18, no. 1, pp. 677-687. Dostupné na: https://doi.org/10.1109/TII.2021.3062628., Registrované v: WOS
    [1] ZHANG, Da - KABUKA, Mansur R. Combining weather condition data to predict traffic flow: A GRU-based deep learning approach. In IET Intelligent Transport Systems. ISSN 1751956X, 2018, vol. 12, no. 7, pp. 578-585. Dostupné na: https://doi.org/10.1049/iet-its.2017.0313., Registrované v: SCOPUS
    [1] DUAN, Nan - CADENA, Jose - SOTORRIO, Pedro - JOO, Jhi-Young. COLLABORATIVE INFERENCE OF MISSING SMART ELECTRIC METER DATA FOR A BUILDING. In 2019 IEEE 29TH INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP). ISSN 2161-0363, 2019., Registrované v: WOS
    [1] VIEIRA, Rute - MCDONALD, Suzanne - ARAÚJO-SOARES, Vera - SNIEHOTTA, Falko F. - HENDERSON, Robin. Dynamic modelling of n-of-1 data: powerful and flexible data analytics applied to individualised studies. In Health Psychology Review. ISSN 17437199, 2017, vol. 11, no. 3, pp. 222-234. Dostupné na: https://doi.org/10.1080/17437199.2017.1343680., Registrované v: SCOPUS
    [1] BEARD, Emma - MARSDEN, John - BROWN, Jamie - TOMBOR, Ildiko - STAPLETON, John - MICHIE, Susan - WEST, Robert. Understanding and using time series analyses in addiction research. In Addiction. ISSN 09652140, 2019,vol. 114, no. 10, pp. 1866-1884. Dostupné na: https://doi.org/10.1111/add.14643., Registrované v: SCOPUS
    [1] HERZBERGER, Anna - CHUNG, Min Gon - KAPSAR, Kelly - FRANK, Kenneth A. - LIU, Jianguo. Telecoupled Food Trade Affects Pericoupled Trade and Intracoupled Production. In SUSTAINABILITY. ISSN 2071-1050, 2019, vol. 11, no. 10, pp. 2908-2908., Registrované v: CCC, SCOPUS
    [1] KIM, Yeojin - HUR, Jin. An Ensemble Forecasting Model of Wind Power Outputs Based on Improved Statistical Approaches. In ENERGIES, 2020, vol. 13, no. 5, pp. 1071-1071., Registrované v: CCC, SCOPUS
    [1] ULYAH, S. M. Forecasting index and stock returns by considering the effect of Indonesia pre-presidential election 2019 using ARIMAX and VARX approches. In Journal of Physics: Conference Series. ISSN 17426588, 2019, vol. 1277, no. 1. Dostupné na: https://doi.org/10.1088/1742-6596/1277/1/012053., Registrované v: SCOPUS
    [1] GOSWAMI, Kuheli - GANGULY, Ayandeep - KUMAR SIL, Arindam. Comparing univariate and multivariate methods for short term load forecasting. In 2018 International Conference on Computing, Power and Communication Technologies, GUCON 2018, 2019, pp. 972-976. Dostupné na: https://doi.org/10.1109/GUCON.2018.8675059., Registrované v: SCOPUS
    [1] MALLADI, Rama K. - DHEERIYA, Prakash L. Time series analysis of Cryptocurrency returns and volatilities. In Journal of Economics and Finance. ISSN 10550925, 2021, vol. 45, no. 1, pp. 75-94. Dostupné na: https://doi.org/10.1007/s12197-020-09526-4., Registrované v: SCOPUS
    [1] RUSSO, Stefania - LURIG, Moritz - HAO, Wenjin - MATTHEWS, Blake - VILLEZ, Kris. Active learning for anomaly detection in environmental data. In ENVIRONMENTAL MODELLING & SOFTWARE. ISSN 1364-8152, 2020, vol. 134, pp. 4869-4869., Registrované v: CCC, SCOPUS
    [1] AIVAZIDOU, Eirini - POLITIS, Ioannis. Transfer function models for forecasting maritime passenger traffic in Greece under an economic crisis environment. In Transportation Letters. ISSN 19427867, 2021, vol. 13, no. 8, pp. 591-607. Dostupné na: https://doi.org/10.1080/19427867.2020.1744224., Registrované v: SCOPUS
    [1] KHATIBI, Amir - BELEM, Fabiano - SILVA, Ana P. - SHASHA, Dennis - ALMEIDA, Jussara M. - GONÇALVES, Marcos A. Improving tourism prediction models using climate and social media data: A fine-grained approach. In 12th International AAAI Conference on Web and Social Media, ICWSM 2018, 2018, pp. 636-639., Registrované v: SCOPUS
    [1] HASAN, Mohammad R. - DEY, Madan M. - ENGLE, Carole R. Forecasting monthly catfish (Ictalurus punctatus.) pond bank and feed prices. In AQUACULTURE ECONOMICS & MANAGEMENT. ISSN 1365-7305, 2019, vol. 23, no. 1, pp. 86-110., Registrované v: CCC, SCOPUS
    [1] ISLAM, Farhana - ALAM, Monzur. Use of teleconnections to predict Western Australian seasonal rainfall using ARIMAX model. In Hydrology, 2020, vol. 7, no. 3. Dostupné na: https://doi.org/10.3390/HYDROLOGY7030052., Registrované v: SCOPUS
    [1] DASH, Sisir Ranjan - DASH, Srinibash. Application of ARMA models for measuring capital market efficiency: An empirical study in selected emerging financial markets. In International Journal of Applied Business and Economic Research. ISSN 09727302, 2017, vol. 15, no. 21, pp. 175-188., Registrované v: SCOPUS
    [1] MONICA, Marieta - SUHARSONO, Agus. Forecasting cash outflow and inflow in Jember with ARIMAX calendar variation effect. In AIP Conference Proceedings. ISSN 0094243X, 2021, vol. 2326. Dostupné na: https://doi.org/10.1063/5.0039283., Registrované v: SCOPUS
    [1] KIM, Seongwoo - LEE, Pyeong Yeon - LEE, Miyoung - KIM, Jonghoon - NA, Woonki. Improved State-of-health prediction based on auto-regressive integrated moving average with exogenous variables model in overcoming battery degradation-dependent internal parameter variation. In Journal of Energy Storage, 2022, vol. 46. Dostupné na: https://doi.org/10.1016/j.est.2021.103888., Registrované v: SCOPUS
    [1] PONNIAH, Theviya Darshini - AHMAD, Sharifah Sakinah Binti Syed - BORAH, Samarjeet. Comparison Between the Statistical Method Models for Better Time Series Sales Forecasting Model. In Advances in Intelligent Systems and Computing. ISSN 21945357, 2021, vol. 1248, pp. 589-599. Dostupné na: https://doi.org/10.1007/978-981-15-7394-1_53., Registrované v: SCOPUS
    [1] AZHARI - UTOMO, Pradita Eko Prasetyo. Prediction the crime motorcycles of theft using ARIMAX-TFM with single input. In Proceedings of the 3rd International Conference on Informatics and Computing, ICIC 2018, 2018. Dostupné na: https://doi.org/10.1109/IAC.2018.8780520., Registrované v: SCOPUS
    [1] LEE, Chiachi Bonnie - LIAO, Chen-Mao - PENG, Li-Hsin - LIN, Chih-Ming. Economic fluctuations and cardiovascular diseases: A multiple-input time series analysis. In PLOS ONE. ISSN 1932-6203, 2019, vol. 14, no. 8, pp. Dostupné na: https://doi.org/10.1371/journal.pone.0219358., Registrované v: WOS, SCOPUS
    [1] NONTAPA, Chalermrat - KESAMOON, Chainarong - KAEWHAWONG, Nicha - INTRAPAIBOON, Peerasak. A New Time Series Forecasting Using Decomposition Method with SARIMAX Model. In Communications in Computer and Information Science. ISSN 18650929, 2020, vol. 1333, pp. 743-751. Dostupné na: https://doi.org/10.1007/978-3-030-63823-8_84., Registrované v: SCOPUS
    [3] CURUKSU, J.D. Principles of Data Science: Advanced. In Data Driven.Cham: Springer, 2018, pp. 87-127.
    [3] CHEN, T.L. - CHANG, D.F. Predicting the Concurrent Relationships between GDP and GER Expansion in Japan and Korea by Using ARIMAX. In 2nd International Conference on Mathematics, Modeling and Simulation Technologies and Applications (MMSTA 2019). Atlanta: Atlantis Press, 2019, pp. 157-160.
    [3] CHEN, T.L. Comparing Concurrent Relationship Predictions between Higher Education Expansion and Economic Growth in China and India. In International Journal of Business and Social Science, 2020, vol. 11, no. 7.
    [3] ARUNJAJ, T.S. - AHRENS, D. Improving Food Supply Chain using Hybrid Semiparametric Regression Model. In Supply Management Research. Wiesbaden: Springer Gambler, 2017, pp. 213-238.
    [3] ADLI, Kaveh. Forecasting steel prices using ARIMAX model: A case study of Turkey. In The International Journal of Business Management and Technology, 2020, vol. 4, no. 5, pp. 62-68
    [3] VICTOR-EDEMA, Uyodhu Amekauma - ESSI, Isaac Didi. Autoregressive integrated moving average with exogenous variable (ARIMAX) model for Nigerian non‐oil export. In European Journal of Business and Management, 2016, vol. 8, no. 36, pp. 29-34.
    [3] TAMUKE, Edmund - JACKSON, Emerson Abraham - SILLAH, Abdulai. forecasting inflation in Sierra leone using arima and arimax: a comparative evaluation. Model building and analysis team. In Theoretical and Practical Research in Economic Fields, 2018, ISSN 2068-7710, vol. 9. no. 1, pp. 63-74.
    [3] ARUNRAJ, Nari Sivanandam - AHRENS, Diane - FERNANDES, Michael. Application of SARIMAX Model to Forecast Daily Sales in Food Retail Industry. In International Journal of Operations Research and Information Systems, 2016, vol. 7, no. 2, pp. 1-21.
Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.