Hybrid methods for short-term traffic flow prediction based on ARIMA-GARCH model and wavelet neural network

R Yao, W Zhang, L Zhang - Journal of Transportation Engineering …, 2020 - ascelibrary.org
… with state membership degree, and the wavelet neural network. The ARIMA-GARCH model
is used to predict the similar and volatile parts, and the other methods are adopted to predict

Short‐term high-speed traffic flow prediction based on ARIMA-GARCH-M model

X Lin, Y Huang - Wireless Personal Communications, 2021 - Springer
… It can be seen that it is crucial to find the right model or method to predict the traffic flow. …
model and GARCH-M model, the ARIMA-GARCH-M hybrid model is constructed to predict the …

Detection of network attacks using hybrid ARIMA-GARCH model

T Andrysiak, Ł Saganowski, M Maszewski… - … Engineering of Complex …, 2018 - Springer
… ) detection in the analyzed network traffic with the use of a mixed statistical model (hybrid) …
for every model forecasting prediction intervals profiles (for example, 30 samples prediction

Network traffic prediction based on INGARCH model

M Kim - Wireless Networks, 2020 - Springer
… was investigated whether one is good enough as both orders for financial issues [57] and
the orders were set to one in [20], where ARIMA/GARCH model was adapted for network traffic

Forecasting traffic congestion using ARIMA modeling

T Alghamdi, K Elgazzar, M Bayoumi… - … & mobile computing …, 2019 - ieeexplore.ieee.org
… Conditional Heteroscedasticity (ARIMA-GARCH) was used for traffic flow prediction in
short-term time series that exhibit stationarity characteristics. However, the approach failed to …

A novel procedure to model and forecast mobile communication traffic by ARIMA/GARCH combination models

QT Tran, L Hao, QK Trinh - … Conference on Modeling, Simulation …, 2016 - atlantis-press.com
forecasting errors was seldom mentioned. In this study, a multiplicative seasonal ARIMA/GARCH
appearing in mobile traffic series can be processed by GARCH models. Our proposed …

Using an ARIMA-GARCH modeling approach to improve subway short-term ridership forecasting accounting for dynamic volatility

C Ding, J Duan, Y Zhang, X Wu… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
… the traditional models and the ARIMA-GARCH modeling … , then the ARIMA-GARCH modeling
approach is introduced, in … procedure are described, next the model results are analyzed, …

Traffic speed prediction using GARCH‐GRU hybrid model

M Ali, KM Yusof, B Wilson… - IET Intelligent Transport …, 2023 - Wiley Online Library
… The research in [33] uses an ARIMA/GARCH combination for network traffic modelling and
prediction. In this approach linear terms in the time series are captured by ARIMA model and …

[PDF][PDF] Predicting crude oil prices during a pandemic: A comparison of arima and garch models

MI Haque, AR Shaik - Montenegrin Journal of Economics, 2021 - repec.mnje.com
… ARIMA model to be sufficient to forecast traffic flow. Bhardwaj et al. (2014) while predicting the
… of GARCH (1,1) is a fitted model forecast, since RMSE, MAE, and MAPE is low, and further …

[PDF][PDF] The performance of hybrid ARIMA-GARCH modeling and forecasting oil price

C Dritsaki - International Journal of Energy Economics and Policy, 2018 - zbw.eu
… through ARIMA models. Although these models provide accurate forecasting over a short
time … paper we examine a hybrid ARIMA-GARCH model in order to forecast the volatility in the …