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 …

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

Using ARIMAGARCH Model to Analyze Fluctuation Law of International Oil Price

Y Xiang - Mathematical Problems in Engineering, 2022 - Wiley Online Library
… To compare forecasting results with the real value, with forecasting … the forecasting MAPE
and RMSE of the ARIMA-GARCH model are 0.045% and 0.071, and those of the ARIMA model

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 …

[HTML][HTML] Modeling and Forecast of Ghana's GDP Using ARIMA-GARCH Model

D Barbara, C Li, Y Jing, A Samuel - Open Access Library Journal, 2022 - scirp.org
… In this study, we implemented the ARIMA-GARCH model for forecasting the GDP of Ghana.
… , 2, 2) model show heteroscedasticity and therefore, we incorporate a GARCH (1, 1) model in …

Traffic volatility forecasting using an omnibus family GARCH modeling framework

J Ou, X Huang, Y Zhou, Z Zhou, Q Nie - Entropy, 2022 - mdpi.com
… -term memory neural network. In addition, Yao et al. [35] presented a nonlinear hybrid method
for traffic flow forecasting, which uses the ARIMA-GARCH model to predict the similar and …

Forecasting Electricity Load of Network Infrastructure Sharing Mobile Sites in Ghana

FK Oduro-Gyimah, MA Boateng… - … Security and Internet …, 2021 - ieeexplore.ieee.org
ARIMA-GARCH model provides more accurate prediction with … applied ARIMA and GARCH
to predict crowd count using Wi-… ARIMA-GARCH to forecast mobile network traffic in Vietnam. …

Forecasting volatility by using wavelet transform, ARIMA and GARCH models

L Rubio, A Palacio Pinedo, A Mejía Castaño… - Eurasian Economic …, 2023 - Springer
… realized volatility first using for example ARIMA and then predict its residuals with ARCH to
have the first hybrid model implemented in this work denoted by ARIMA-GARCH (see Sect. …