The fractal research and predicating on the times series of sunspot relative number

1999 ◽  
Vol 20 (1) ◽  
pp. 84-89 ◽  
Author(s):  
Gu Shenshi ◽  
Wang Zhiqian ◽  
Chen Jitai
2021 ◽  
Vol 6 (1) ◽  
pp. 1
Author(s):  
Tarwo Kusnarno ◽  
Eddy Suratman

This study analyzes the factors that affect the competitiveness of ASEAN-5 countries in terms of Labor Productivity, Net Exports, Investment, Inflation and Exchange Rates in two periods, namely the ASEAN internal crisis and the global crisis using the times series data from 1997-2017, then analyzed with the regression analysis model. The results showed that the labor productivity of the 1997-2008 period had a positive and significant effect on the competitiveness of ASEAN-5, as well as the period of 2008-2019, labor productivity had a positive and significant effect on the competitiveness of ASEAN-5. The net export period of 1997-2008 had a negative and not significant effect on the competitiveness of ASEAN-5, as well as the period of 2008-2017, the net export had a negative and not significant effect on the competitiveness of ASEAN-5. The investment period of 1997-2008 has a negative and not significant effect on the competitiveness of ASEAN-5, while the period 2008-2017 has a positive and not significant effect on the competitiveness of ASEAN-5. Inflation in the 1997-2017 period had a negative and insignificant effect on the competitiveness of ASEAN-5, as well as the 2008-2017 inflation period had a negative and not significant effect on the competitiveness of ASEAN-5. Exchange rates for the period 1997-2008 have a negative and insignificant influence on the competitiveness of ASEAN-5, as well as the 2008-2017 period, which has a negative and insignificant effect on the competitiveness of ASEAN-5.


2001 ◽  
Vol 203 ◽  
pp. 267-269
Author(s):  
J. Dun ◽  
H. Zhang ◽  
B. Zhang ◽  
R. Li

Using a 1995-1998 data set of vector magnetograms, the magnetic field flux, shear angle of the transverse field and nonpotential energy of active regions were calculated. The evolution of these parameters were analyzed together with time series of the solar monthly sunspot relative number and area to study their relationships in the ascending phase of solar cycle 23. We find the magnetic flux and nonpotential energy have a good correlation with sunspot relative number and area. But the magnetic shear angle does not develop as above indices.


Author(s):  
Patricia Melin ◽  
Oscar Castillo

In this article, the evolution in space and in time of the coronavirus pandemic is studied by utilizing a neural network with a self-organizing nature for the spatial analysis of data, and a fuzzy fractal method for capturing the temporal trends of the time series of the countries. Self-organizing neural networks possess the capability for clustering countries in the space domain based on their similar characteristics with respect to their coronavirus cases. In this form enabling finding the countries that are having similar behavior and thus can benefit from utilizing the same methods in fighting the virus propagation. To validate the approach, publicly available datasets of coronavirus cases worldwide have been used. In addition, a fuzzy fractal approach is utilized for the temporal analysis of time series of the countries. Then, a hybrid combination of both the self-organizing maps and the fuzzy fractal approach is proposed for efficient COVID-19 forecasting of the countries. Relevant conclusions have emerged from this study, that may be of great help in putting forward the best possible strategies in fighting the virus pandemic. A lot of the existing works concerned with the Coronavirus have look at the problem mostly from the temporal viewpoint that is of course relevant, but we strongly believe that the combination of both aspects of the problem is relevant to improve the forecasting ability. The most relevant contribution of this article is the proposal of combining neural networks with a self-organizing nature for clustering countries with high similarity and the fuzzy fractal approach for being able to forecast the times series and help in planning control actions for the Coronavirus pandemic.


Author(s):  
Aloisio S. N. Filho ◽  
Thiago Barros Murari ◽  
Marcelo A. Moret

In this paper evaluates the effects in the gasoline prices after the Brazilian downstream oil chain liberation, in late 1990s. That stage meant that the Brazilian govern, that no longer setting the maximum and minimum values of all fuels. For this purpose, the gasoline type C prices were collected from fifteen relevant cities in five economic regions of Brazil, between the years 2005 and 2014. The sequences of computational techniques were applied on these datasets. The stationary and linearity for variation prices time series were analyzed in all cities and, also, the correlations among all cities in order to recognize the times series patterns. Furthermore, the Cumulative Sum control (CUMSUM) chart was used to detect smaller parameter shifts on the distribution time series. Our results reveled distinct patterns for middle of 2005 and the middle of 2006, and also for the first months of 2011 and the middle of 2012. Reinforcing the idea of the Brazilian retail and distribution are governed strongly by exogenous factors. This makes a conventional analysis difficult to be used. Once, the Brazilian downstream fuel chain suggests to be a complexity system.


2017 ◽  
Vol 17 (1) ◽  
pp. 7-19
Author(s):  
Mariusz Doszyń

Abstract The main aim of the article is to propose a forecasting procedure that could be useful in the case of randomly distributed zero-inflated time series. Many economic time series are randomly distributed, so it is not possible to estimate any kind of statistical or econometric models such as, for example, count data regression models. This is why in the article a new forecasting procedure based on the stochastic simulation is proposed. Before it is used, the randomness of the times series should be considered. The hypothesis stating the randomness of the times series with regard to both sales sequences or sales levels is verified. Moreover, in the article the ex post forecast error that could be computed also for a zero-inflated time series is proposed. All of the above mentioned parts were invented by the author. In the empirical example, the described procedure was applied to forecast the sales of products in a company located in the vicinity of Szczecin (Poland), so real data were analysed. The accuracy of the forecast was verified as well.


Solar Physics ◽  
1985 ◽  
Vol 95 (2) ◽  
pp. 391-395 ◽  
Author(s):  
M. R. Attolini ◽  
M. Galli ◽  
G. Cini Castagnoli

2018 ◽  
Vol 16 (1) ◽  
pp. 157
Author(s):  
Vinicius Girardi Da Silveira ◽  
Kelmara Mendes Vieira ◽  
Marcelo Brutti Righi

This study aimed to employ the Times Series Factor Analysis (TSFA) to measure liquidity in stock markets. Based on this model, was used daily data of stocks traded on BM&FBOVESPA of five liquidity proxies for exemplifying the factorial construction. How findings, the study allow us to observe the possibility of combining different liquidity proxies to create a single liquidity measure. The liquidity factor has demonstrated a strong association with the proxies used in their construction. In addition, it has advantages such as the possibility of replication for new datas and a stationary behavior.


2021 ◽  
Vol 21 (02) ◽  
Author(s):  
Iin Emy Prastiwi ◽  
Anik Anik

This study aims to determine the effect of Islamic bank financing diversification based on economic sectors and based on the type of use on profitability. This study uses financing data for Islamic Banks and Islamic Business Units in 2014-2018. The data in this study are the times series data. Data analyzed by used multiple linear regression analyses. This research provides that results that the HHI of diversification of Islamic bank financing based on the economic sector is positively related to increasing the profitability of Islamic banks. It means diversification of financing based on high economic sectors, has an impact on reducing the profitability of Islamic banks in Indonesia. While the HHI of diversification of financing by type of use give a significant influence in increasing the profitability of Islamic banks in a negative direction. If Islamic banking only focuses on channeling financing to the consumption sector, it can have an impact on decreasing profitability. So that Islamic banking needs to equalize the distribution of consumption to the working capital and investment sectors. The results of this study are interesting because it can be used as a reference for Islamic banking in determining the policy of diversification of financing to obtain high profitability with low risk.


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