Predict the values of the time series using the (ARMAX) model with practical application | ||
| journal of Economics And Administrative Sciences/ University of baghdad | ||
| Article 1, Volume 22, Issue 88, March 2016, Pages 420-430 | ||
| Abstract | ||
| Researchers have great interest in studying the black box models this thesis has been focused in the study one of the black box models , a ARMAX model which is one of the important models and can be accessed through a number of special cases which models (AR , MA , ARMA, ARX) , which combines method of the time series that depend on historical data and and regression method as explanatory variables addition to that past errors , ARMAX model importance has appeared in many areas of application that direct contact with our daily lives , it consists of constructing ARMAX model several traditional stages of the process , a identification As it was used Final prediction error (FPE) , Akaiki Information Criterion (AIC) and estimate As it was used Recursive least square with Forgetting Factor (RLS – F) and Recursive pseudolinear regression method (RPLR) which come in the first place and (RLS – F) which come in the second place and finally come prediction for (30) value of the daily maximum temperature depending on the daily wind speed | ||
| Keywords | ||
| ARMAX; Criteria; Parametez Estimation; MAE; RMSE; MAPE; Forecasting | ||
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