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    Tytuł:
    Best Time Series In-sample Model for Forecasting Nigeria Exchange Rate
    Autorzy:
    Gaddafi, Adamu Babali
    Akpensuen, Shiaondo Henry
    Shitu, Abdulrazaq Ahmed
    Malle, Ahmad Atiku
    Adamu, Muhammed
    Bukar, Muhammad Goni
    Powiązania:
    https://bibliotekanauki.pl/articles/1031300.pdf
    Data publikacji:
    2021
    Wydawca:
    Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
    Tematy:
    ARIMA
    Autoregressive Integrated Moving Average Model
    Autoregressive Moving Average Model
    Autoregressive models
    Box-Jenkins Methodology
    CBN
    Exchange rate
    Model
    Moving Average Models
    Nigeria
    Opis:
    In this work we considered data on official Nigeria exchange rates (Naira to British Pound sterling) from January 2003 to December 2019. Four competing models ARIMA (1, 1, 1), ARIMA (2, 1, 1), ARIMA (1, 1, 0) and ARIMA (1, 1, 2) were identified for the exchange rates series. Diagnostic analysis revealed that all the competing models adequately represent the exchange rate series. However, on the basis of out-of-sample model selection and evaluation ARIMA (1, 1, 1) was selected as the optimal model with minimum information criteria for the exchange rate series. A 24 months forecast indicates that the Naira will continue to depreciate. The policy implication of our study is that the Central Bank of Nigeria (CBN), should devalue the Naira in order to not only re-establish exchange rate stability but also encourage local manufacturing and encourage foreign capital inflows.
    Źródło:
    World Scientific News; 2021, 151; 45-63
    2392-2192
    Pojawia się w:
    World Scientific News
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Damage identification of bridge structure model based on empirical mode decomposition algorithm and Autoregressive Integrated Moving Average procedure
    Autorzy:
    Lu, Weijia
    Dong, Jiafan
    Pan, Yuhehg
    Li, Guoya
    Guo, Jinpeng
    Powiązania:
    https://bibliotekanauki.pl/articles/2174099.pdf
    Data publikacji:
    2022
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Opis:
    Time series models have been used to extract damage features in the measured structural response. In order to better extract the sensitive features in the signal and detect structural damage, this paper proposes a damage identification method that combines empirical mode decomposition (EMD) and Autoregressive Integrated Moving Average (ARIMA) models. EMD decomposes nonlinear and non-stationary signals into different intrinsic mode functions (IMFs) according to frequency. IMF reduces the complexity of the signal and makes it easier to extract damage-sensitive features (DSF). The ARIMA model is used to extract damage sensitive features in IMF signals. The damage sensitive characteristic value of each node is used to analyze the location and damage degree of the damaged structure of the bridge. Considering that there are usually multiple failures in the actual engineering structure, this paper focuses on analysing the location and damage degree of multi-damaged bridge structures. A 6-meter-long multi-destructive steel-whole vibration experiment proved the state of the method. Meanwhile, the other two damage identification methods are compared. The results demonstrate that the DSF can effectively identify the damage location of the structure, and the accuracy rate has increased by 22.98% and 18.4% on average respectively.
    Źródło:
    Archives of Civil Engineering; 2022, 68, 4; 653--667
    1230-2945
    Pojawia się w:
    Archives of Civil Engineering
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Assessing the representative elementary volume of rock types by X-ray computed tomography (CT) – a simple approach to demonstrate the heterogeneity of the Boda Claystone Formation in Hungary
    Autorzy:
    Abutaha, Saja M.
    Geiger, János
    Gulyás, Sándor
    Fedor, Ferenc
    Powiązania:
    https://bibliotekanauki.pl/articles/2204358.pdf
    Data publikacji:
    2021
    Wydawca:
    Uniwersytet im. Adama Mickiewicza w Poznaniu
    Tematy:
    Hounsfield Unit
    HU
    autoregressive integrated moving average
    ARIMA
    Statistical Process Control
    SPC technique
    skala Hounsfielda
    model ARIMA
    statystyczna kontrola procesu
    SPC
    Opis:
    X-ray computed tomography (CT) can reveal internal, three-dimensional details of objects in a non-destructive way and provide high-resolution, quantitative data in the form of CT numbers. The sensitivity of the CT number to changes in material density means that it may be used to identify lithology changes within cores of sedimentary rocks. The present pilot study confirms the use of Representative Elementary Volume (REV) to quantify inhomogeneity of CT densities of rock constituents of the Boda Claystone Formation. Thirty-two layers, 2 m core length, of this formation were studied. Based on the dominant rock-forming constituent, two rock types could be defined, i.e., clayey siltstone (20 layers) and fine siltstone (12 layers). Eleven of these layers (clayey siltstone and fine siltstone) showed sedimentary features such as, convolute laminations, desiccation cracks, cross-laminations and cracks. The application of the Autoregressive Integrated Moving Averages, Statistical Process Control (ARIMA SPC) method to define Representative Elementary Volume (REV) of CT densities (Hounsfield unit values) affirmed the following results: i) the highest REV values corresponded to the presence of sedimentary structures or high ratios of siltstone constituents (> 60%). ii) the REV average of the clayey siltstone was (5.86 cm3) and (6.54 cm3) of the fine siltstone. iii) normalised REV percentages of the clayey siltstone and fine siltstone, on the scale of the core volume studied were 19.88% and 22.84%; respectively. iv) whenever the corresponding layer did not reveal any sedimentary structure, the normalised REV values would be below 10%. The internal void space in layers with sedimentary features might explain the marked textural heterogeneity and elevated REV values. The drying process of the core sample might also have played a significant role in increasing erroneous pore proportions by volume reducation of clay minerals, particularly within sedimentary structures, where authigenic clay and carbonate cement were presumed to be dominant.
    Źródło:
    Geologos; 2021, 27, 3; 157--172
    1426-8981
    2080-6574
    Pojawia się w:
    Geologos
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
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