List of Articles Auto-regressive Integrated Mov

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  1 - Providing a neural network model to predict the profits of companies listed on the Tehran Stock Exchange and comparing its accuracy with HDZ and ARIMA models‏‏
  masoud asadi seyedmozaffar mirbargkar Ebrahim Chirani
  10.30495/jma.2022.21080
  Profit forecasting is an important criterion for companies and companies listed on the Tehran Stock Exchange must be very careful in forecasting their profits. This study aims to provide a neural network model to predict the profits of companies listed on the Tehran Sto More

  Profit forecasting is an important criterion for companies and companies listed on the Tehran Stock Exchange must be very careful in forecasting their profits. This study aims to provide a neural network model to predict the profits of companies listed on the Tehran Stock Exchange and compare its accuracy with ARIMA and HDZ models. The research method is an applied research in terms of purpose, an inductive research in terms of logic and a quantitative research in terms of data nature. In order to collect data, the basic financial statements of companies in the period 1398-1393 were used. In this study, neural network method was used to predict corporate profits and two models, ARIMA and HDZ, were evaluated. The results show that the rate of data convergence and regression in the first phase and in the HDZ method equal to 0.79087, in the second phase, in the ARIMA method, it is equal to 0.79184, and in the artificial neural network method, it is equal to 0.79464, which has a higher degree of convergence and regression coefficient. Based on the results, it can be seen that the designed neural network has the ability to predict stock price trends using general and industry indicators, and this, in addition to confirming the neural network's ability to predict financial areas and profitability it also confirms strategy of the price forecast on the Tehran Stock Exchange.‏ ‏‏ Manuscript profile
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  2 - Electricity load forecasting using hybrid models based on Multi-Layer Perceptrons Neural Network and Seasonal Auto-Regressive Integrated Moving Average models
  Fateme Chahkoutahi Mehdi Khashei
  Nowadays, saving time and economy of each country requires proper planning, decision making, and rational forecasts in different areas. One of the most well-known areas that has received a lot of attention is electricity forecasting. The features of the electricity whic More

  Nowadays, saving time and economy of each country requires proper planning, decision making, and rational forecasts in different areas. One of the most well-known areas that has received a lot of attention is electricity forecasting. The features of the electricity which makes it distinguished from other commodities are the impossibility of storing it and the existence of seasonality and nonlinear and ambiguity pattern in electricity data set. These features of the electricity makes it more difficult to forecast using traditional methods. Therefore, in this paper, a parallel optimal hybrid model using seasonal linear and nonlinear methods is proposed to forecast the electricity load forecasting. The main idea of this model is the use of the advantages of individual models in the modeling of complex systems in a structure, simultaneously. Experimental results indicate that in this method due to the use of a direct weighting method, the computational cost of modeling it is significantly lower than other parallel hybrid methods. Manuscript profile