Comparing the performance of seasonal arimax model and nonparametric regression model in predicting claim reserve of education insurance

SM Ulyah, MFF Mardianto - Journal of Physics: Conference …, 2019 - iopscience.iop.org
One of the biggest problems in the continuity of one's education is the education fee which is
often unaffordable. Therefore, the existence of education insurance is a solution to this …

Hybrid forecasting model to predict air passenger and cargo in Indonesia

R Sulistyowati, H Kuswanto… - … on information and …, 2018 - ieeexplore.ieee.org
Forecasting of air passenger and cargo have a major influence on the master plan of the
airport infrastructure development and investment by the civil airline. This research aims to …

Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain)

J Guerrero, MC Galiano, G Orlando - arXiv preprint arXiv:2301.08803, 2023 - arxiv.org
The main objective of this work is to test whether some stochastic models typically used in
financial markets could be applied to the COVID-19 pandemic. To this end we have …

Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns

SP Rahayu, DD Prastyo… - Journal of Physics …, 2017 - iopscience.iop.org
Most of the monthly time series data in economics and business in Indonesia and other
Moslem countries not only contain trend and seasonal, but also affected by two types of …

Spatio-temporal analysis of rupiah loans provided by commercial banks and rural banks

MR Susila - BAREKENG: Jurnal Ilmu Matematika dan Terapan, 2022 - ojs3.unpatti.ac.id
According to SEKI data in 2020, DKI Jakarta is the province that has the highest average
monthly value of rupiah loans provided by commercial banks and rural banks. Many factors …

VARI-X model for currency inflow and outflow forecasting with Eid Fitr effect in Indonesia

M Apriliadara, S Suhartono, DD Prastyo - AIP Conference Proceedings, 2016 - pubs.aip.org
Autoregressive Integrated Moving Average (ARIMA) is one of the commonly used
approaches to model univariate time series. This model can be extended to Vector ARIMA …

YSA, ARIMA ve ARIMAX Yöntemleriyle Satış Tahmini: Beyaz Eşya Sektöründe bir Uygulama

M Yücesan - İşletme Araştırmaları Dergisi, 2018 - ceeol.com
Özet Beyaz eşya sektörü Türkiye'nin istihdama ve ihracata verdiği katkılardan dolayı
lokomotif sektörlerinden biridir. Son yıllarda yaşanan teknolojik gelişmeler ve küreselleşme …

Predictive accuracy of time series models applied to economic data: the European countries retail trade

S Lima, AM Gonçalves, M Costa - Journal of Applied Statistics, 2023 - Taylor & Francis
Modeling and accurately forecasting trend and seasonal patterns of a time series is a crucial
activity in economics. The main propose of this study is to evaluate and compare the …

Performance Measures for Evaluating the Accuracy of Time Series Hybrid Model Using High Frequency Data

TO Olatayo, KI Ekerikevwe - Britain International of Exact Sciences …, 2022 - biarjournal.com
Given that the traditional ARIMAX model has rarely been applied to any of the climate
change and environmental agents, which are the most cognate agents with associated …

Value-at-risk modeling on stock return with exogenous variables using ARMAX-GARCHX approach

DD Prastyo, IL Sudjati, SF Fam… - Journal of Physics …, 2018 - iopscience.iop.org
Stock is one of investment instrument that has high risk with possible high return or loss.
Quantifying the risk associated with stock return is important work for financial institution to …