Alteration of box-jenkins methodology by implementing genetic algorithm method
A time series is a set of values sequentially observed through time. The Box-Jenkins methodology is a systematic method of identifying, fitting, checking and using integrated autoregressive moving average time series model for forecasting. Box-Jenkins method is an appropriate for a medium to a long...
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2015
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my.utm.591322021-07-28T15:08:14Z http://eprints.utm.my/id/eprint/59132/ Alteration of box-jenkins methodology by implementing genetic algorithm method Ismail, Zuhaimy Maarof, Mohd. Zulariffin Md. Fadzli, Mohammad QA Mathematics A time series is a set of values sequentially observed through time. The Box-Jenkins methodology is a systematic method of identifying, fitting, checking and using integrated autoregressive moving average time series model for forecasting. Box-Jenkins method is an appropriate for a medium to a long length (at least 50) time series data observation. When modeling a medium to a long length (at least 50), the difficulty arose in choosing the accurate order of model identification level and to discover the right parameter estimation. This presents the development of Genetic Algorithm heuristic method in solving the identification and estimation models problems in Box-Jenkins. Data on International Tourist arrivals to Malaysia were used to illustrate the effectiveness of this proposed method. The forecast results that generated from this proposed model outperformed single traditional Box-Jenkins model. American Institute of Physics Inc. 2015 Article PeerReviewed Ismail, Zuhaimy and Maarof, Mohd. Zulariffin Md. and Fadzli, Mohammad (2015) Alteration of box-jenkins methodology by implementing genetic algorithm method. 2ND ISM INTERNATIONAL STATISTICAL CONFERENCE 2014 (ISM-II): EMPOWERING THE APPLICATIONS OF STATISTICAL AND MATHEMATICAL SCIENCES, 1643 . pp. 745-750. ISSN 0094-243X http://www.dx.doi.org/10.1063/1.4907522 DOI: 10.1063/1.4907522 |
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QA Mathematics Ismail, Zuhaimy Maarof, Mohd. Zulariffin Md. Fadzli, Mohammad Alteration of box-jenkins methodology by implementing genetic algorithm method |
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A time series is a set of values sequentially observed through time. The Box-Jenkins methodology is a systematic method of identifying, fitting, checking and using integrated autoregressive moving average time series model for forecasting. Box-Jenkins method is an appropriate for a medium to a long length (at least 50) time series data observation. When modeling a medium to a long length (at least 50), the difficulty arose in choosing the accurate order of model identification level and to discover the right parameter estimation. This presents the development of Genetic Algorithm heuristic method in solving the identification and estimation models problems in Box-Jenkins. Data on International Tourist arrivals to Malaysia were used to illustrate the effectiveness of this proposed method. The forecast results that generated from this proposed model outperformed single traditional Box-Jenkins model. |
format |
Article |
author |
Ismail, Zuhaimy Maarof, Mohd. Zulariffin Md. Fadzli, Mohammad |
author_facet |
Ismail, Zuhaimy Maarof, Mohd. Zulariffin Md. Fadzli, Mohammad |
author_sort |
Ismail, Zuhaimy |
title |
Alteration of box-jenkins methodology by implementing genetic algorithm method |
title_short |
Alteration of box-jenkins methodology by implementing genetic algorithm method |
title_full |
Alteration of box-jenkins methodology by implementing genetic algorithm method |
title_fullStr |
Alteration of box-jenkins methodology by implementing genetic algorithm method |
title_full_unstemmed |
Alteration of box-jenkins methodology by implementing genetic algorithm method |
title_sort |
alteration of box-jenkins methodology by implementing genetic algorithm method |
publisher |
American Institute of Physics Inc. |
publishDate |
2015 |
url |
http://eprints.utm.my/id/eprint/59132/ http://www.dx.doi.org/10.1063/1.4907522 |
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1707765850863304704 |
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13.187159 |