An overview: Modeling and forecasting of time series data using different techniques in reference to human stress

Wawale, Surindar Gopalrao; Bisht, Aadarsh; Vyas, Sonali; Narawish, Chutimon; Ray, Samrat

doi:10.1016/j.neuri.2022.100052

Cited by 6 publications

(4 citation statements)

References 17 publications

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“…The results of ADF test is presented in Table 2. Hasan (2004), Jain (2016), Aravind (2017), Dua (2019), Rehman (2022) and Wawale (2022).…”

Section: Resultsmentioning

confidence: 99%

“…A study conducted across eight emerging market currencies of Brazil, Russia, India, China, Mexico, South Korea, Turkey, and Indonesia revealed that the structural addictions across the pairs of exchange rates are evident and the stationary test produced and integration order of 1(0) across the currencies (Rehman, Tiwari and Samontaray, 2022). While examining the currency exchange rates of SAARC countries with USD from 2005 to 2016, it is reported to be stationary at level for all countries except Afghanistan and Sri Lanka (Wawale et al , 2022).…”

Section: Linkage Between Usd-inr Eur-inr Gbp-inr and Jpy-inrmentioning

confidence: 96%

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Does FX market in India integrated to exchange rate theories? a review amidst COVID-19

Aravind

2023

CyA

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The exchange rate theories argue that the parity between two currencies is determined by various macroeconomic factors prevailing across economies. It is quite interesting to examine what happened to currency exchange rates in a period of inactivity for the overall economies due to COVID-19 outbreak. In this context a study was carried out during the period of turbulence to empirically test whether foreign exchange market in India moves in accordance with the principles of exchange rate theories. The bound test of co-integration (Pesaran,et.al., 2001) was employed to examine the evidence of a long-run relationship between the macroeconomic variables with the exchange rate of hard currencies such as USD, EUR, GBP and JPY against INR. The cross sectional relationship was further validated by using auto regressive distributed lag (ARDL) model. The absolute version of purchasing power parity theory (PPP) is evident in the Indian foreign exchange market as the analysis established a strong integration of Wholesale Price Index (WPI) and Consumer Price Index (CPI) with leading hard currencies such as USD, EUR and JPY. The association of 364 days Treasury bill return (TBR) and government Bond Return (GBR) further confirmed the postulation of Interest Rate Parity (IRP) theory as any increase in interest rate can cause exchange rate depreciation to INR. Results of this study add to the existing literature by confirming the bondage between price levels across the economies and the exchange rates during COVID-* Corresponding author.

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“…The results of ADF test is presented in Table 2. Hasan (2004), Jain (2016), Aravind (2017), Dua (2019), Rehman (2022) and Wawale (2022).…”

Section: Resultsmentioning

confidence: 99%

Section: Linkage Between Usd-inr Eur-inr Gbp-inr and Jpy-inrmentioning

confidence: 96%

Does FX market in India integrated to exchange rate theories? a review amidst COVID-19

Aravind

2023

CyA

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“…Some scholars, from the perspective of different industries, accounted for animal husbandry, thermal power industry, construction industry and other industries [24][25][26][27][28][29][30] ; When calculating carbon emission efficiency, scholars will select the most appropriate accounting model based on the accounting data to obtain the expected results. Most foreign scholars use the DEA method of multiple emission reduction factors, including the metatron non radial Luenberger carbon emission efficiency index and the fuzzy Delphi method ANP and other methods [31][32] . Domestic scholars mainly use the relaxation variable based measurement model (SBM) and stochastic frontier function method (SFA) to measure and evaluate.…”

Section: Introductionmentioning

confidence: 99%

Research on the spatial-temporal evolution pattern of China's industrial carbon emission efficiency-based on the super-efficiency SBM model

Samrat Ray

2023

World J. Adv. Res. Rev.

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This paper uses the super efficiency SBM model based on unexpected output to calculate the industrial carbon emission efficiency of 30 provinces in China from 2005 to 2019, and uses spatial autocorrelation and other methods to conduct an empirical analysis on the dynamic evolution process and temporal and spatial differences of carbon emission efficiency. The results show that China's industrial carbon emission efficiency is still in the low efficiency stage, with an average value of 0.34. In the study period, although the overall trend is rising, the spatial and temporal differences between provinces are obvious. The overall Moran's I index is subject to the impact of social policy environment on the time path, showing an overall "M" type fluctuation trend, and its spatial difference characteristics change in stages. At the same time, there is a significant global spatial agglomeration effect across the country, and there is a spatial dependency between provinces. The agglomeration trend is significant, forming a cluster with the eastern coastal area as the high value center, and the northwest inland area as the low value center. The Getis OrdGI * index reveals that the local spatial agglomeration characteristics of China's industrial carbon emission efficiency always maintain the pattern of "hot in the east and cold in the west", which echoes the overall spatial evolution pattern of China. The hot spots and sub hot spots of China's industrial carbon emission efficiency are mainly concentrated in the southeast coastal areas with relatively superior economic development, and present a "semi enclosed" pattern. Cold spot area and sub cold spot area gradually evolved into a "suppression" pattern dominated by provinces in northwest China, comprehensively suppressing hot spots. This paper conducts an all-round evaluation of China's industrial carbon emission efficiency from the perspective of regional differentiation, and deeply studies the regional differences and spatial evolution pattern of carbon emission efficien cy in various provinces. It is crucial to achieve the goal of carbon emission reduction in China, and has important practical value and practical significance.

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“…The ARIMA method is one of the best methods in the field of forecasting because it is flexible to data or can follow data patterns [4]. The Double Exponential Smoothing method is a linear method discovered by Brown where the advantage of this method is that there are two smoothing processes and data processing is not too complicated and can be applied in predicting data for the long and medium term [5].…”

Section: Introductionmentioning

confidence: 99%

Comparison of Forecasting Rice Production in Magelang City Using Double Exponential Smoothing and Autoregressive Integrated Moving Average (Arima)

Imron,

Khaulasari,

SNM

et al. 2023

BAREKENG: J. Math. & App.

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Magelang City has experienced a significant decline in the rice production sector, triggering the need for forecasting research as the next crucial step. This research aims to forecast rice production in Magelang city. By applying Double Exponential Smoothing and ARIMA methods, the most suitable forecasting model is identified. Data on rice production was obtained from the Badan Pusat Statistik (BPS) of Magelang city. The results revealed that the ARIMA (0,1,1) model with MSE of 479,259 was the best choice. This model is expressed as . Using this model, rice production was forecast from July to December 2023, the forecasting results showed that rice paddy production is expected to fluctuate in the coming months. For July 2023, production is projected to be around 65,1762 units, followed by 51,4779 units in August, 58,2432 units in September, and so on.

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An overview: Modeling and forecasting of time series data using different techniques in reference to human stress

Cited by 6 publications

References 17 publications

Does FX market in India integrated to exchange rate theories? a review amidst COVID-19

Does FX market in India integrated to exchange rate theories? a review amidst COVID-19

Research on the spatial-temporal evolution pattern of China's industrial carbon emission efficiency-based on the super-efficiency SBM model

Comparison of Forecasting Rice Production in Magelang City Using Double Exponential Smoothing and Autoregressive Integrated Moving Average (Arima)

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