The hybrid model of autoregressive integrated moving average and fuzzy time series Markov chain on long-memory data
IntroductionThe price of crude oil as an essential commodity in the world economy shows a pattern and identifies the component factors that influence it in the short and long term. The long pattern of the price movement of crude oil is identified by a fractionally time series model where the accurac...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-12-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fams.2022.1045241/full |