Time series forecasting by using Box-Jenkins models
Other Title(s)
التنبؤ بالسلاسل الزمنية باستخدام أساليب بوكس جينكيز
Joint Authors
Kurkis, Hazim Mansur
al-Shammari, Raghd Ahmad Ibrahim
Source
Ibn al-Haitham Journal for Pure and Applied Science
Issue
Vol. 26, Issue 1 (30 Apr. 2013), pp.337-345, 9 p.
Publisher
University of Baghdad College of Education for Pure Science / Ibn al-Haitham
Publication Date
2013-04-30
Country of Publication
Iraq
No. of Pages
9
Main Subjects
Topics
Abstract AR
في هذا البحث قدمنا نبذة مختصرة عن نماذج البوكس-جينكيز تمثل ARIMA اختصارا بالانحدار الذاتي و الأوساط المتحركة و هو أسلوب جيد للتنبؤ بالسلاسل الزمنية المستقرة و غير المستقرة و وفقا للبيانات التي حصلنا عليها من دائرة ماء بغداد قمنا بنمذجة سلسلتين : الأولى سلسلة استهلاك الماء و الأخرى سلسلة إعداد المشتركين و من ثم تحديد الانموذج الأفضل بالاعتماد على اختيار أقل متوسط مربعات الخطأ معيارا لاختيار الانموذج.
Abstract EN
In this paper we introduce a brief review about Box-Jenkins models.
The acronym ARIMA stands for “autoregressive integrated moving average”.
It is a good method to forecast for stationary and non-stationary time series.
According to the data which obtained from Baghdad Water Authority, we are modelling two series, the first one about pure water consumption and the second about the number of participants.
Then we determine an optimal model by depending on choosing minimum MSE as criterion.
American Psychological Association (APA)
Kurkis, Hazim Mansur& al-Shammari, Raghd Ahmad Ibrahim. 2013. Time series forecasting by using Box-Jenkins models. Ibn al-Haitham Journal for Pure and Applied Science،Vol. 26, no. 1, pp.337-345.
https://search.emarefa.net/detail/BIM-337159
Modern Language Association (MLA)
Kurkis, Hazim Mansur& al-Shammari, Raghd Ahmad Ibrahim. Time series forecasting by using Box-Jenkins models. Ibn al-Haitham Journal for Pure and Applied Science Vol. 26, no. 1 (Apr. 2013), pp.337-345.
https://search.emarefa.net/detail/BIM-337159
American Medical Association (AMA)
Kurkis, Hazim Mansur& al-Shammari, Raghd Ahmad Ibrahim. Time series forecasting by using Box-Jenkins models. Ibn al-Haitham Journal for Pure and Applied Science. 2013. Vol. 26, no. 1, pp.337-345.
https://search.emarefa.net/detail/BIM-337159
Data Type
Journal Articles
Language
English
Notes
Includes appendix : p. 341-344
Record ID
BIM-337159