On Empirical Comparison of Forecast Performance of Autoregressive Moving Average Model and Generalized Autoregressive Conditional Heteroscedasticity Model

Journal of Statistics Applications & Probability Letters ◽

10.18576/jsapl/080105 ◽

2021 ◽

Vol 8 (1) ◽

pp. 41-49

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Empirical Comparison ◽

Average Model ◽

Conditional Heteroscedasticity ◽

Forecast Performance ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

Autoregressive Conditional Heteroscedasticity

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Estimation for the autoregressive moving average model with a unit root

10.31274/rtd-180813-11235 ◽

1990 ◽

Author(s):

Dongwan Shin

Keyword(s):

Unit Root ◽

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model

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Parameter identification for a single-degree-of-freedom system using autoregressive moving average model: Application to cutting system

Journal of Sound and Vibration ◽

10.1016/j.jsv.2006.01.022 ◽

2006 ◽

Vol 295 (1-2) ◽

pp. 428-435 ◽

Author(s):

Dae Kyun Baek ◽

Tae Jo Ko ◽

Hee Sool Kim

Keyword(s):

Parameter Identification ◽

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Model Application ◽

Single Degree Of Freedom ◽

Single Degree ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

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Robust Nonlinear Autoregressive Moving Average Model Parameter Estimation Using Stochastic Recurrent Artificial Neural Networks

Annals of Biomedical Engineering ◽

10.1114/1.197 ◽

1999 ◽

Vol 27 (4) ◽

pp. 538-547 ◽

Author(s):

K. H. Chon ◽

D. Hoyer ◽

A. A. Armoundas ◽

N-H. Holstein-Rathlou ◽

D. J. Marsh

Keyword(s):

Neural Networks ◽

Parameter Estimation ◽

Artificial Neural Networks ◽

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

Recurrent Artificial Neural Networks ◽

Nonlinear Autoregressive

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Evaluation of Moving Average Model and Autoregressive Moving Average Model (ARMA) for Prediction of Industrial Electricity Consumption in Nigeria

American Journal of Software Engineering and Applications ◽

10.11648/j.ajsea.20170603.12 ◽

2017 ◽

Vol 6 (3) ◽

pp. 67

Author(s):

Idorenyin Markson

Keyword(s):

Moving Average ◽

Electricity Consumption ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model

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RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1995.tb00238.x ◽

1995 ◽

Vol 16 (3) ◽

pp. 339-353 ◽

Author(s):

Sook Fwe Yap ◽

Gregory C. Reinsel

Keyword(s):

Unit Root ◽

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model

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Predicting Retweeting Behavior Based on Autoregressive Moving Average Model

Web Information Systems Engineering - WISE 2012 - Lecture Notes in Computer Science ◽

10.1007/978-3-642-35063-4_65 ◽

2012 ◽

pp. 777-782 ◽

Author(s):

Zhilin Luo ◽

Yue Wang ◽

Xintao Wu

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

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Research on Remaining Life Prediction Method of Electric Actuator Based on Variational Mode Decomposition and Autoregressive Moving Average Model

2020 12th International Conference on Measuring Technology and Mechatronics Automation (ICMTMA) ◽

10.1109/icmtma50254.2020.00031 ◽

2020 ◽

Author(s):

Haokuo Liu ◽

Huiyue Zhang ◽

Jiang Shao ◽

Lihua Meng ◽

Zhi Bian

Keyword(s):

Life Prediction ◽

Moving Average ◽

Prediction Method ◽

Autoregressive Moving Average ◽

Remaining Life ◽

Average Model ◽

Electric Actuator ◽

Autoregressive Moving Average Model ◽

Mode Decomposition ◽

Moving Average Model

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Active acoustic noise cancellation with audio signal enhancement based on an almost‐symmetrical time‐varying autoregressive‐moving average model

The Journal of the Acoustical Society of America ◽

10.1121/1.414951 ◽

1996 ◽

Vol 99 (6) ◽

pp. 3528-3538 ◽

Author(s):

Wen Tong ◽

Eugene I. Plotkin ◽

M. N. S. Swamy

Keyword(s):

Acoustic Noise ◽

Moving Average ◽

Audio Signal ◽

Noise Cancellation ◽

Signal Enhancement ◽

Autoregressive Moving Average ◽

Time Varying ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model

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Estimation of the parameters of the Markovian representation of the autoregressive-moving average model

10.1093/biomet/68.1.320 ◽

1981 ◽

Vol 68 (1) ◽

pp. 320-322 ◽

Author(s):

D. M. COOPER ◽

E. F. WOOD

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

Markovian Representation

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Moments of OLS estimators in an autoregressive moving average model with explanatory variables

Economics Letters ◽

10.1016/0165-1765(86)90186-2 ◽

1986 ◽

Vol 21 (3) ◽

pp. 265-269 ◽

Author(s):

Aman Ullah ◽

Esfandiar Maasoumi

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Explanatory Variables ◽

Autoregressive Moving Average Model ◽

Moving Average Model

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