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Parameters Estimate of Autoregressive Moving Average and Autoregressive Integrated Moving Average Models and Compare Their Ability for Inflow Forecasting

Mohammad Valipour — 2012-08-30

Journal of Mathematics and Statistics, Published online: 30 August 2012; doi:10.3844/jmssp.2012.330.338

In this study the ability of Autoregressive Moving Average (ARMA) and Autoregressive Integrated Moving Average (ARIMA) models in forecasting the monthly inflow of Dez dam reservoir located in Teleh Za...

IDENTIFICATION OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS WITH R

Hazem I. El Shekh Ahmed — 2014-09-15

Journal of Mathematics and Statistics, Published online: 15 September 2014; doi:10.3844/jmssp.2014.358.367

Periodic autoregressive moving average PARMA process extend the classical autoregressive moving average ARMA process by allowing the parameters to vary with seasons. Model identification is the identi...

Time Series Forecasting by using Seasonal Autoregressive Integrated Moving Average: Subset, Multiplicative or Additive Model

Suhartono — 2011-01-29

Journal of Mathematics and Statistics, Published online: 29 January 2011; doi:10.3844/jmssp.2011.20.27

Problem statement: Most of Seasonal Autoregressive Integrated Moving Average (SARIMA) models that used for forecasting seasonal time series are multiplicative SARIMA models. These models assume that t...

Ordinal Logistic Regression Model: An Application to Pregnancy Outcomes

K. A. Adeleke — 2010-09-30

Journal of Mathematics and Statistics, Published online: 30 September 2010; doi:10.3844/jmssp.2010.279.285

Problem statement: This research aimed at modeling a categorical response i.e., pregnancy outcome in terms of some predictors, determines the goodness of fit as well as validity of the assumptions and...

Seasonal Autoregressive Integrated Moving Average Model for Precipitation Time Series

Yan Wang — 2013-02-20

Journal of Mathematics and Statistics, Published online: 20 February 2013; doi:10.3844/jmssp.2012.500.505

Predicting the trend of precipitation is a difficult task in meteorology and environmental sciences. Statistical approaches from time series analysis provide an alternative way for precipitation predi...