scholarly journals Comparative Evaluation of an Interactive Time-Series Visualization that Combines Quantitative Data with Qualitative Abstractions

2012 ◽  
Vol 31 (3pt2) ◽  
pp. 995-1004 ◽  
Author(s):  
W. Aigner ◽  
A. Rind ◽  
S. Hoffmann
Keyword(s):  
Time Series ◽  
Comparative Evaluation ◽  
Quantitative Data

Comparative Analysis of Value at Risk(VaR) of MSCI-EMI With Traditional Time Series Methods and ANN

2021 ◽  
pp. 34-57
Author(s):  
Emre Çevik ◽  
Suzan Kantarcı Savaş ◽  
Esin Cumhur Yalçın
Keyword(s):  
Time Series ◽  
Value At Risk ◽  
Comparative Evaluation ◽  
Financial Risk ◽  
Emerging Market ◽  
Information Criteria ◽  
Risk Indicator ◽  
Confidence Levels ◽  
Market Index ◽  
Ann Models

In this chapter, the VaR of the MSCI emerging market index (MSCI-EMI) developed by Morgan Stanley Capital International (MSCI) is estimated using linear, nonlinear time series and ANN. In this context, the aim of the study is to estimate the VaR exceedance of the MSCI-EMI as a global financial risk indicator compared with traditional time series methods and ANN. In addition, the most effective method on this index is determined by statistical information criteria, and the comparative evaluation of the model selection criteria is carried out. The period of analysis is between December 1987-April 2020 with monthly frequency and VaR exceedance obtained with ARMA-GARCH, TGARCH, EGARCH, GJR, and ANN models. Confidence levels of models, VaR exceedance, and Kupeic statistics are obtained. VaR exceedances are examined through the superior model.

scholarly journals ANALISIS LOAN TO DEPOSIT RATIO DAN NON PERFORMING PADA PT BANK PEMBANGUAN DAERAH SUMATERA BARAT CABANG PEMBANTU AUR KUNING

2020 ◽  
Author(s):  
Eri Yulia Putra ◽  
Afriyeni Afriyeni
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Quantitative Data ◽  
Time Series Data ◽  
Financial Statements ◽  
Descriptive Study ◽  
Series Data ◽  
Safe Limit ◽  
Time Series Data Analysis ◽  
Data Analysis Methods

The purpose of this study was to measure the finacial health of the Bank Pembangunan Derah Sumatera Barat Cabang Pembantu Aur Kuning by using the ratio NPL and LDR. This research is a descriptive study using time series data analysis methods apporoach. Type of data used quantitative data in the from of annual financial statements of Bank Pembangunan Daerah Sumatera Barat Cabang Pembantu Aur Kuning 2017-2019. the results of this study indicate that the NPL value of Bank Pembangunan Derah Sumatera Barat Cabang Pembantu Aur Kuning in the 2017-2019 period were in unhealthy position,with is not in accordance with the provisions of the indonesia bank with a safe limit of 5%.while the ratio of Bank Pembangunan Daerah Sumatera Barat Cabang Pembantu Aur Kuning in the 2017-2019 period is in a healthy position with an averge value of 74% in accordance with the provision of small indonesia bank of 75% in healhty state.

Comparative evaluation of simulation ways of the economic time series with periodic oscillations

2017 ◽  
Vol 31 (2) ◽  
pp. 181-187
Author(s):  
Y. М. Protasov ◽  
V. М. Yurov
Keyword(s):  
Time Series ◽  
Computer Simulation ◽  
Harmonic Analysis ◽  
Comparative Evaluation ◽  
Economic Time Series ◽  
Periodic Oscillations ◽  
Analysis Methods ◽  
Economic Time

Three ways of computer simulation of economic time series with periodic oscillations are compared in accordance with the criteria of accuracy and informativeness. The ways implement the harmonic analysis methods, however, the often used restriction on the length of the series is not used in this case. For example, the time series of quarterly sales volumes of the company for the last 7 years are given.

Quantitative Methods in Transformation Research

2019 ◽  
pp. 191-200
Author(s):  
Gert Pickel ◽  
Susanne Pickel
Keyword(s):  
Time Series ◽  
Survey Data ◽  
Quantitative Data ◽  
Quantitative Methods ◽  
Statistical Data ◽  
Political Attitudes ◽  
Future Research ◽  
Multilevel Analyses ◽  
Micro Data ◽  
Representative Samples

Quantitative methods used in research on transformation are based on categorizations and translation of information into figures. We can distinguish analyses of basic statistical data and survey data, which use representative samples to characterize populations. Quantitative macro analyses of measures of democracy, and analyses of quantitative micro data of political attitudes, provide the most important findings for transformation research. For future research, it is desirable to expand existing time series (providing macro and micro quantitative data), and to analyse interdependencies (in a chronologically comparative perspective, too). A convergence of approaches that are influenced by area research and macro approaches would also be useful. An increase in use of multilevel analyses and multi-method designs may support this development. It would also highlight the capacity of the field and cases covered by transformation research—namely, the greater variance of outputs and outcomes within transformation countries compared to the variance within Organisation for Economic Co-operation and Development countries.

scholarly journals Comparative evaluation of some climate references of Novolazarevskaya station and Novolazarevskaya airfield

2017 ◽  
pp. 27-38
Author(s):  
E. I. Alexandrov ◽  
A. N. Prakhov
Keyword(s):  
Time Series ◽  
Comparative Analysis ◽  
Wind Speed ◽  
Comparative Evaluation ◽  
Meteorological Station ◽  
Climatic Parameters ◽  
Air Humidity ◽  
Correlation Index ◽  
Daily Data ◽  
Average Maximum

The results of a comparative analysis of the monthly mean of average, maximum and minimum values of air temperature, air humidity and wind speed calculated by daily data with one minute increment for the period from November 2006 to February 2012 during the months of operation of the meteorological station at the Novolazarevskaya airfield and directly at Novolazarevskaya station are given. The climatic parameters at two points of observation give high correlation index. The estimations of the trends in time series of climatic references at Novolazarevskaya station for the period 1961–2015 are also given.

scholarly journals Faktor - faktor yang yang mempengaruhi produksi kerajinan batik di Kota Jambi

2020 ◽  
Vol 9 (3) ◽  
pp. 131-140
Author(s):  
Andrian Dwi Ramadan ◽  
Rahma Nurjanah ◽  
Erni Achmad
Keyword(s):  
Time Series ◽  
Regression Analysis ◽  
Linear Regression ◽  
Data Collection ◽  
Quantitative Data ◽  
Linear Regression Analysis ◽  
Secondary Data ◽  
Multiple Linear Regression Analysis ◽  
Business Units ◽  
Collection Methods

This study aims to determine the development of labor, investment and business units in the production of the batik industry in Jambi City. This research uses quantitative data collection methods. The data used in this study is secondary data, secondary data used is a combination of periodic series (time series). In this study, it is assumed that labor, investment, and business units have a positive and significant effect on Jambi batik production in Jambi City. The data used in this study are data on labor, investment, business units, and batik production in Jambi City from 2006-2017. The data is processed using SPSS with multiple linear regression analysis methods. Keywords: Labor, Investment, Business units, Production.

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