Research on Financial Revenue Forecast Based on Optimal ARIMA Model

2020 ◽  
Vol 09 (03) ◽  
pp. 414-420
Author(s):  
兰苓 刘
Keyword(s):  
Arima Model ◽  
Revenue Forecast

The Effects of Significant International Sports Events on Hungarian Suicide Rates

Crisis ◽  
2016 ◽  
Vol 37 (2) ◽  
pp. 148-154 ◽  
Author(s):  
Karoly Bozsonyi ◽  
Peter Osvath ◽  
Sandor Fekete ◽  
Lajos Bálint
Keyword(s):  
Significant Relationship ◽  
Olympic Games ◽  
Arima Model ◽  
Age Groups ◽  
The Elderly ◽  
Intervention Analysis ◽  
Middle Aged ◽  
Sports Events ◽  
Sport Events ◽  
The Olympic Games

Abstract. Background: Several studies found a significant relationship between important sport events and suicidal behavior. Aims: We set out to investigate whether there is a significant relationship between the raw suicide rate and the most important international sports events (Olympic Games, FIFA World Cup, UEFA European Championship) in such an achievement-oriented society as the Hungarian one, where these sport events receive great attention. Method: We examined suicide cases occurring over 15,706 days between January 1, 1970, and December 31, 2012 (43 years), separately for each gender. Because of the age-specific characteristics of suicide, the effects of these sport events were analyzed for the middle-aged (30–59 years old) and the elderly (over 60 years old) generations as well as for gender-specific population groups. The role of international sport events was examined with the help of time-series intervention analysis after cyclical and seasonal components were removed. Intervention analysis was based on the ARIMA model. Results: Our results showed that only the Olympic Games had a significant effect in the middle-aged population. Neither in the older male nor in any of the female age groups was a relationship between suicide and Olympic Games detected. Conclusion: The Olympic Games seem to decrease the rate of suicide among middle-aged men, slightly but significantly.

ANALISA PREDIKSI INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN METODE ARIMA

2020 ◽  
Vol 2 (2) ◽  
pp. 454
Author(s):  
Julkifli Purnama ◽  
Ahmad Juliana
Keyword(s):  
Capital Market ◽  
Stock Price ◽  
Time Series Data ◽  
Arima Model ◽  
Secondary Data ◽  
Actual Data ◽  
Series Data ◽  
Analysis Technique ◽  
The Right ◽  
The Capital Market

Investment in the capital market every manager needs to analyze to make decisions so that the right target to produce profits in accordance with what is expected. For that, we need a way to predict the decisions that will be taken in the future. The research objective is to find the best model and forecasting of the composite stock price index (CSPI). Data analysis technique The ARIMA Model time series data from historical data is the basis for forecasting. Secondary data is the closing price of the JCI on July 16 2018 to July 16 2019 to see how accurate the forecasting is done on the actual data at that time. The results of the study that the best Arima model is Arima 2.1.2 with an R-squared value of 0.014500, Schwarz criterion 10.83497 and Akaike info criterion of 10.77973. Results of forecasting actual data are 6394,609, dynamic forecast 6387,551 selisish -7,05799, statistics forecas 6400,653 difference of 6,043909. For investors or the public can use the ARIMA method to be able to predict or predict the capital market that will occur in the next period.

Model Statistika Prediksi Energi Surya Dengan Menggunakan Autoregresif Integrated Moving Average (ARIMA)

Jurnal MIPA ◽  
2019 ◽  
Vol 8 (3) ◽  
pp. 181
Author(s):  
Imriani Moroki ◽  
Alfrets Septy Wauran
Keyword(s):  
Renewable Energy ◽  
Solar Energy ◽  
Moving Average ◽  
Arima Model ◽  
Solar Irradiation ◽  
Energy Sources ◽  
Energy Potential ◽  
Good Design ◽  
Potential Sources ◽  
The Common

Energi terbarukan adalah salah satu masalah energi paling terkenal saat ini. Ada beberapa sumber potensial energi terbarukan. Salah satu energi terbarukan yang umum dan sederhana adalah energi matahari. Masalah besar ketersediaan energi saat ini adalah terbatasnya sumber energi konvensional seperti bahan bakar. Ini semua sumber energi memiliki banyak masalah karena memiliki jumlah energi yang terbatas. Penting untuk membuat model dan analisis berdasarkan ketersediaan sumber energi. Energi matahari adalah energi terbarukan yang paling disukai di negara-negara khatulistiwa saat ini. Tergantung pada produksi energi surya di daerah tertentu untuk memiliki desain dan analisis energi matahari yang baik. Untuk memiliki analisis yang baik tentang itu, dalam makalah ini kami membuat model prediksi energi surya berdasarkan data iradiasi matahari. Kami membuat model energi surya dan angin dengan menggunakan Metode Autoregresif Integrated Moving Average (ARIMA). Model ini diimplementasikan oleh R Studio yang kuat dari statistik. Sebagai hasil akhir, kami mendapatkan model statistik solar yang dibandingkan dengan data aktualRenewable energy is one of the most fomous issues of energy today. There are some renewable energy potential sources. One of the common n simple renewable energy is solar energy. The big problem of the availability of energy today is the limeted sources of conventional enery like fuel. This all energy sources have a lot of problem because it has a limited number of energy. It is important to make a model and analysis based on the availability of the energy sources. Solar energy is the most prefered renewable energy in equator countries today. It depends on the production of solar energy in certain area to have a good design and analysis of  the solar energy. To have a good analysis of it, in this paper we make a prediction model of solar energy based on the data of solar irradiation. We make the solar and wind enery model by using Autoregresif Integrated Moving Average (ARIMA) Method. This model is implemented by R Studio that is a powerfull of statistical. As the final result, we got the statistical model of solar comparing with the actual data

Assessment of Lockdown Effectiveness in the Wake of COVID-19 in India Using ARIMA Model

2020 ◽  
Author(s):  
Joel Joby Joseph ◽  
Aby Paul ◽  
Sanjo Saijan ◽  
Stelvin Sebastian ◽  
Jeeva Joseph ◽  
...  
Keyword(s):  
Arima Model

Analysis and Forecast of COVID-19 in India, the US and Italy - An Application of Arima Model

2020 ◽  
Author(s):  
Elbin Siby ◽  
Maria Joseph ◽  
Noel George ◽  
Richu Rajesh ◽  
Aneena Thankachan
Keyword(s):  
Arima Model ◽  
The Us

Prognosticating the spread of covid-19 pandemic based on optimal arima estimators

2020 ◽  
Vol 20 ◽  
Author(s):  
Venuka Sandhir ◽  
Vinod Kumar ◽  
Vikash Kumar
Keyword(s):  
South Africa ◽  
Statistical Analysis ◽  
Moving Average ◽  
Arima Model ◽  
Information Criterion ◽  
Stable Case ◽  
Johns Hopkins University ◽  
Modelling Techniques ◽  
Auto Regressive ◽  
Global Threat

Background: COVID-19 cases have been reported as a global threat and several studies are being conducted using various modelling techniques to evaluate patterns of disease dispersion in the upcoming weeks. Here we propose a simple statistical model that could be used to predict the epidemiological extent of community spread of COVID-19from the explicit data based on optimal ARIMA model estimators. Methods: Raw data was retrieved on confirmed cases of COVID-19 from Johns Hopkins University (https://github.com/CSSEGISandData/COVID-19) and Auto-Regressive Integrated Moving Average (ARIMA) model was fitted based on cumulative daily figures of confirmed cases aggregated globally for ten major countries to predict their incidence trend. Statistical analysis was completed by using R 3.5.3 software. Results: The optimal ARIMA model having the lowest Akaike information criterion (AIC) value for US (0,2,0); Spain (1,2,0); France (0,2,1); Germany (3,2,2); Iran (1,2,1); China (0,2,1); Russia (3,2,1); India (2,2,2); Australia (1,2,0) and South Africa (0,2,2) imparted the nowcasting of trends for the upcoming weeks. These parameters are (p, d, q) where p refers to number of autoregressive terms, d refers to number of times the series has to be differenced before it becomes stationary, and q refers to number of moving average terms. Results obtained from ARIMA model showed significant decrease cases in Australia; stable case for China and rising cases has been observed in other countries. Conclusion: This study tried their best at predicting the possible proliferate of COVID-19, although spreading significantly depends upon the various control and measurement policy taken by each country.

ARIMA model for forecasting COVID-19 Death cases in India (Preprint)

2020 ◽  
Author(s):  
Jeya Sutha M
Keyword(s):  
Arima Model ◽  
Public Health Emergency ◽  
World Health ◽  
The People ◽  
The World ◽  
The Status ◽  
The Government ◽  
Health Organization ◽  
Spread Of Infection ◽  
Death Cases

UNSTRUCTURED COVID-19, the disease caused by a novel severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), is a highly contagious disease. On January 30, 2020 the World Health Organization declared the outbreak as a Public Health Emergency of International Concern. As of July 25, 2020; 15,947,292 laboratory-confirmed and 642,814 deaths have been reported globally. India has reported 1,338,928 confirmed cases and 31,412 deaths till date. This paper presents different aspects of COVID-19, visualization of the spread of infection and presents the ARIMA model for forecasting the status of COVID-19 death cases in the next 50 days in order to take necessary precaution by the Government to save the people.

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