Using R/S analysis for forecasting stock quotes with ARMA and ARIMA methods
The article observes the methods of forecasting time series Autoregressive Moving Average Model (ARMA) and Integrated Autoregressive Moving Average Model (ARIMA). The ARIMA model differs from the ARMA model only in that forecasting is performed not on absolute values of series levels, but on differe...
| Κύριοι συγγραφείς: | , |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
EDP Sciences
2025-01-01
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| Σειρά: | ITM Web of Conferences |
| Διαθέσιμο Online: | https://www.itm-conferences.org/articles/itmconf/pdf/2025/03/itmconf_hmmocs-III2024_04009.pdf |