Using an ARIMA-GARCH Modeling Approach to Improve Subway Short-Term Ridership Forecasting Accounting for Dynamic Volatility.
Chuan DingJinxiao DuanYanru ZhangXinkai WuGuizhen YuPublished in: IEEE Trans. Intell. Transp. Syst. (2018)
Keyphrases
- short term
- stock market
- long term
- garch model
- arima model
- exchange rate
- medium term
- financial time series
- load forecasting
- electric load forecasting
- stock price
- forecasting model
- long term memory
- short term and long term
- motion prediction
- short and long term
- computational intelligence
- wind speed
- neural network
- power generation
- wind power
- artificial neural networks