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...
| Published in: | JOURNAL OF INFORMATION SCIENCE AND ENGINEERING |
|---|---|
| Main Authors: | , , , , |
| Format: | Article |
| Language: | English |
| Published: |
INST INFORMATION SCIENCE
2024
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| Subjects: | |
| Online Access: | https://www-webofscience-com.uitm.idm.oclc.org/wos/woscc/full-record/WOS:001309309000008 |