التنبؤ بقيم السلاسل الزمنية بأستعمال أنموذج (ARMAX) مع تطبيق عملي

Authors

  • فراس احمد محمد
  • مصطفى علي فخري

DOI:

https://doi.org/10.33095/jeas.v22i88.567

Keywords:

: ARMAX , Criteria , Parametez Estimation , MAE , RMSE , MAPE , Forecasting

Abstract

Abstract :

          Researchers have great interest in studying the black box models this thesis has been focused in the study one of the black box models , a ARMAX model which is one of the important models and can be accessed through a number of special cases which models (AR , MA , ARMA, ARX) , which combines method of the time series that depend on historical data and and regression method as explanatory variables addition to that past errors , ARMAX model importance has appeared in many areas of application that direct contact with our daily lives , it consists of constructing ARMAX model several traditional stages of the process , a identification As it was used Final prediction error (FPE) , Akaiki Information Criterion (AIC) and estimate As it was used Recursive least square with Forgetting Factor (RLS – F) and  Recursive pseudolinear regression method (RPLR) which come in the first place and  (RLS – F) which come in the second place  and finally come prediction for (30) value of the daily maximum temperature depending on the daily wind speed .  

Downloads

Download data is not yet available.

Published

2016-04-01

Issue

Section

Statistical Researches

How to Cite

“التنبؤ بقيم السلاسل الزمنية بأستعمال أنموذج (ARMAX) مع تطبيق عملي” (2016) Journal of Economics and Administrative Sciences, 22(88), p. 420. doi:10.33095/jeas.v22i88.567.

Similar Articles

1-10 of 283

You may also start an advanced similarity search for this article.

Most read articles by the same author(s)