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Record W2976439932 · doi:10.5539/ijsp.v8n6p23

A General Framework for Time Series Forecasting Model Using Autoregressive Integrated Moving Average-ARIMA and Transfer Functions

2019· article· en· W2976439932 on OpenAlexvenueno aff
Gbolahan Solomon Osho

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averageUnit rootAutoregressive modelEconometricsDistributed lagSeries (stratigraphy)MathematicsAutoregressive–moving-average modelTime seriesMoving averageComputer scienceStatistics

Abstract

fetched live from OpenAlex

Major current econometric stochastic series forecast research are established on the failure of the scholastic process tests to differentiate between finite and stationary alternative samples of the unit root hypothesis results. The importance of forecast evaluation allows researchers to reasonably monitor and improve forecast performance. While a structured improved forecast framework have often been suggested as one possible alternative, an extended the multivariate model which incorporate distributed-lag period for independent variable gives a unique advantage over the traditional distributed-lag model and the mathematical formulation does essentially guarantee that predicated equation irrespective of the values of the predictor variables. Hence, the primary objective is mainly to determine the likelihood of autoregressive integrated moving average (ARIMA) method for practicable process choice used for predicting key economic variables for a set of market data. Once the process has been known, parameters have been obtained, and the adequacy of the model has been determined, forecasts can be checked for reliability.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.424
Threshold uncertainty score0.340

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.089
GPT teacher head0.360
Teacher spread0.271 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2019
Admission routes1
Has abstractyes

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