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2 results on '"Autoregressive"'

1. Short Term Rain Prediction For Sustainability of Tanks in the Tropic Influenced by Shadow Rains.

Author

Suresh, S.

Subjects
*RAINFALL, *METEOROLOGICAL precipitation, *TANKS, *WATERSHEDS, *STOCHASTIC processes
Abstract

Rainfall and flow prediction, adapting the Venkataraman single time series approach and Wiener multiple time series approach were conducted for Aralikottai tank system, and Kothamangalam tank system, Tamilnadu, India. The results indicated that the raw prediction of daily values is closer to actual values than trend identified predictions. The sister seasonal time series were more amenable for prediction than whole parent time series. Venkataraman single time approach was more suited for rainfall prediction. Wiener approach proved better for daily prediction of flow based on rainfall. The major conclusion is that the sister seasonal time series of rain and flow have their own identities even though they form part of the whole parent time series. Further studies with other tropical small watersheds are necessary to establish this unique characteristic of independent but not exclusive behavior of seasonal stationary stochastic processes as compared to parent non stationary stochastic processes. © 2007 American Institute of Physics [ABSTRACT FROM AUTHOR]

Published
2007
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2. Forecasting Daily Equity Price Using Auto Regressive Integrated Moving Average (ARIMA) Model: An Application to Shirpur Gold Refinery Ltd., India.

Author

Pradhan, Abhilas Kumar

Subjects
BOX-Jenkins forecasting, MATHEMATICAL models of forecasting, GOLD mining, PREDICTION models, COMPUTER software
Abstract

Forecasting is a focal subject in the area of finance and economics which has urged the interest of researchers and financial analysts to develop better predictive models. The Autoregressive Integrated Moving Average (ARIMA) models have been explored in the literature and are extensively used in prediction of variables with temporal force. This paper has endeavored equity price prediction using ARIMA procedure expending 246 daily closing prices. To this end, daily equity prices for Shirpur Gold Refinery Ltd., India from April 2017 to March 2018 has been considered to build an appropriate ARIMA model employing R software. The best obtained model, ARIMA (0, 1, 1) of its several variants has been used for securing equity price prediction intervals for the next few days. Additional effort was made to judge predictive performance of the fitted model taking out-of-sample closing equity prices. The results divulged that ARIMA model has a strong potential for short-term prediction and can contest favorably with other forecasting techniques used in stock price prediction. [ABSTRACT FROM AUTHOR]

Published
2020
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