Comparing Model Building Performance of ARIMA Model and Logarithmic Return Model

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Comparing Model Building Performance of ARIMA Model and Logarithmic Return Model

Autocorrelated statistical process control that is widely employed in process control environments typically uses the autoregressive integrated moving average (ARIMA) model in fitting autocorrelated time series data. Nevertheless, the iterative modeling procedures of ARIMA are laborious, time-consum...

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Bibliographic Details
Published in:	Journal of Information Science and Engineering
Main Author:	Lee S.L.; Liew C.Y.; Chen C.K.; Voon L.L.
Format:	Article
Language:	English
Published:	Institute of Information Science 2024
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85197351459&doi=10.6688%2f2fJISE.202409_40%285%29.0008&partnerID=40&md5=7af2505866f1393e2376c37500621438

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