Modeling and Forecasting Africas GDP with Time Series Models

Author(s):  
Annie Uwimana ◽  
B. I. Xiuchun ◽  
ZHANG Shuguang
2021 ◽  
Vol 5 (1) ◽  
pp. 46
Author(s):  
Mostafa Abotaleb ◽  
Tatiana Makarovskikh

COVID-19 is one of the biggest challenges that countries face at the present time, as infections and deaths change daily and because this pandemic has a dynamic spread. Our paper considers two tasks. The first one is to develop a system for modeling COVID-19 based on time-series models due to their accuracy in forecasting COVID-19 cases. We developed an “Epidemic. TA” system using R programming for modeling and forecasting COVID-19 cases. This system contains linear (ARIMA and Holt’s model) and non-linear (BATS, TBATS, and SIR) time-series models and neural network auto-regressive models (NNAR), which allows us to obtain the most accurate forecasts of infections, deaths, and vaccination cases. The second task is the implementation of our system to forecast the risk of the third wave of infections in the Russian Federation.


2019 ◽  
Vol 11 (3) ◽  
pp. 633-654 ◽  
Author(s):  
Mohammad Mehdi Moghimi ◽  
Abdol Rassoul Zarei ◽  
Mohammad Reza Mahmoudi

Abstract Confronting drought and reducing its impacts requires modeling and forecasting of this phenomenon. In this research, the ability of different time series models (the ARIMA models with different structures) were evaluated to model and predict seasonal drought based on the RDI drought index in the south of Iran. For this purpose, the climatic data of 16 synoptic stations from 1980 to 2010 were used. Evaluation of time series models was based on trial and error. Results showed drought classes varied between ‘very wet’ to ‘severely dry’. The more occurrence frequency of ‘severely dry’ class compared to other drought classes represent the necessity of drought assessment and the importance of managing the effects of this phenomenon in the study area. Results showed that the highest severity of drought occurred at Abadeh, Shiraz, Fasa, Sirjan, Kerman, Shahre Babak and Saravan stations. According to selecting the best model fitted to the computed three-month RDI time series, results indicated that the MA model based on the Innovations method resulted in maximum cases with the best performance (37.5% of cases). The AR model based on the Yule–Walker method resulted in minimum cases with the best performance (6.3% of cases) in seasonal drought forecasting.


2020 ◽  
Vol 140 ◽  
pp. 110151 ◽  
Author(s):  
Mohsen Maleki ◽  
Mohammad Reza Mahmoudi ◽  
Mohammad Hossein Heydari ◽  
Kim-Hung Pho

2018 ◽  
Vol 05 (04) ◽  
pp. 1850034 ◽  
Author(s):  
Hossein Jafari ◽  
Ghazaleh Rahimi

The accurate forecasting of freight rate index is one of the most important issues in shipping market. The continuous and jump-diffusion stochastic differential equations are used for modeling and forecasting of Baltic exchange Dirty Tanker Index (BDTI). Actual observations and simulated data are applied to estimate the best stochastic model. The comparison of forecasting between SDE methods and the ARIMA time series models show that SDE models have better accuracy than the time series techniques.


2013 ◽  
Vol 2 (16) ◽  
pp. 10
Author(s):  
Bayron Villanueva ◽  
Danilo López-Sarmiento ◽  
Edwin Rivas-Trujillo

En este artículo se hace una investigación de las principales técnicas que existen para modelar y predecir el tráfico de video de forma estadística, enfocándose en los modelos que usan series de tiempo con el fin de identificar cuáles de estos se acomodan mejor al tráfico estocástico representativo de los sistemas IPTV. Para tal fin, se hace una introducción al análisis a través de series de tiempo, y una presentación del estado del arte acerca de modelamiento de tráfico de video sobre redes de datos. De la investigación se concluye que, de los modelos que permiten describir y predecir el tráfico futuro sobre redes de datos, los que se ajustan en una mayor medida a sistemas IPTV son modelos basados en series ARIMA, de estos, el modelo SARIMA podría describir de forma más precisa las tendencias periódicas del tráfico IPTV.AbstractThis paper, intends to review the most important techniques that allow performing statistic video traffic modeling and forecasting, focusing in time series models, so we can identify which models are better to describe the representative IPTV stochastic traffic. For this purpose, we make a short introduction to time series analysis, and a review of the state of the art on video traffic modeling over data networks. From this research we conclude that, of all the available models to describe and forecast network traffic, the more appropriate to use within IPTV systems are ARIMA time series models, from which SARIMA model are the best option.ResumoEste artigo tem como objetivo revisar as principais técnicas existentes para a modelagem e previsão de tráfego estatisticamente vídeo, com foco em modelos usando séries temporais, a fim de identificar quais destes são o tráfego estocástico mais adequado representante sistemas IPTV. Para este fim, uma breve introdução à análise por meio de séries temporais, e uma revisão do estado da arte em modelagem de tráfego de vídeo através de redes de dados. A investigação concluiu que, dos modelos para descrever e prever o futuro de tráfego em redes de dados, que são ajustados a uma maior extensão de sistemas de IPTV são baseados em modelos da série ARIMA, estes modelo SARIMA poderia descrever em mais preciso do tráfego periódico tendências IPTV.


Author(s):  
Thomas Lux ◽  
Mawuli Segnon

This chapter provides an overview over the recently developed so-called multifractal (MF) approach for modeling and forecasting volatility. For analysts and policy makers, volatility is a key variable for understanding market fluctuations. Analysts need accurate forecasts of volatility for tasks such as risk management, as well as option and futures pricing. In addition, asset market volatility plays an important role in monetary policy. The chapter, then, outlines the genesis of the multifractal approach from similar models of turbulent flows in statistical physics and provides details about different specifications of multifractal time series models in finance, available methods for their estimation, and the current state of their empirical applications.


Author(s):  
Margarita Huesca ◽  
Javier Litago ◽  
Silvia Merino-de-Miguel ◽  
Victor Cicuendez-López-Ocaña ◽  
Alicia Palacios-Orueta

Sign in / Sign up

Export Citation Format

Share Document