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Longitudinal Data Analysis and Time Series Commons™
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Full-Text Articles in Longitudinal Data Analysis and Time Series
The Performance Of Arima And Arfima In Modelling The Exchange Rate Of Nigeria Currency To Other Currencies, Adewole Ayoade I.
The Performance Of Arima And Arfima In Modelling The Exchange Rate Of Nigeria Currency To Other Currencies, Adewole Ayoade I.
Al-Bahir Journal for Engineering and Pure Sciences
Economic performance of a nation depends majorly on the stability of foreign exchange rate; the economic viability hangs on the exchange rate of local currencies against other currencies across the globe. Box – Jenkins Approach was employed to model the Naira exchange rate to other major currencies using Autoregressive Integrated Moving Average (ARIMA) and The autoregressive fractional integral moving average (ARFIMA) models. This studies aimed on measuring forecast ability of Autoregressive Integrated Moving Average (ARIMA) (p,d,q) and autoregressive fractional integral moving average (ARFIMA) (p, fd, q) models for stationary type series that exhibit features of Long memory properties. Results indicate …
Extending The M3-Competition: Category And Interval-Specific Time Series Forecasting, Will Sherman, Kati Schuerger, Randy Kim, Bivin Sadler
Extending The M3-Competition: Category And Interval-Specific Time Series Forecasting, Will Sherman, Kati Schuerger, Randy Kim, Bivin Sadler
SMU Data Science Review
The M3-Competition found that simple models outperform more complex ones for time series forecasting. As part of these competitions, several claims were made that statistical models exceeded machine learning (ML) techniques, such as recurrent neural networks (RNN), in prediction performance. These findings may over-generalize the capabilities of statistical models since the analysis measured the total forecasting accuracy across a wide range of industries and fields and with different interval lengths. This investigation aimed to assess how statistical and ML methods compared when individuating series by category and time interval. Utilizing the M3 data and building individual models using Facebook© Prophet …
Time Series Analysis Of Offshore Buoy Light Detection And Ranging (Lidar) Windspeed Data, Aditya Garapati, Charles J. Henderson, Carl Walenciak, Brian T. Waite
Time Series Analysis Of Offshore Buoy Light Detection And Ranging (Lidar) Windspeed Data, Aditya Garapati, Charles J. Henderson, Carl Walenciak, Brian T. Waite
SMU Data Science Review
In this paper, modeling techniques for the forecasting of wind speed using historical values observed by Light Detection and Ranging (LIDAR) sensors in an offshore context are described. Both univariate time series and multivariate time series modeling techniques leveraging meteorological data collected simultaneously with the LIDAR data are evaluated for potential contributions to predictive ability. Accurate and timely ability to predict wind values is essential to the effective integration of wind power into existing power grid systems. It allows for both the management of rapid ramp-up / down of base production capacity due to highly variable wind power inputs and …
Time Series Analysis For Psychological Research: Examining And Forecasting Change, Andrew T. Jebb, Louis Tay, Wei Wang, Qiming Huang
Time Series Analysis For Psychological Research: Examining And Forecasting Change, Andrew T. Jebb, Louis Tay, Wei Wang, Qiming Huang
Publications and Research
Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that …