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Studying the Stability of Some Non-Linear Time Series Models with Application | ||
| AL-Rafidain Journal of Computer Sciences and Mathematics | ||
| Article 21, Volume 5, Issue 2, 2008, Pages 99-116 PDF (635.52 K) | ||
| Document Type: Research Paper | ||
| DOI: 10.33899/csmj.2008.163988 | ||
| Authors | ||
| Abdulghafoor Gasim Salim1; Nihad Sharif Khalaf2 | ||
| 1College of Computer Sciences and Mathematics University of Mosul, Mosul, Iraq | ||
| 2College of Basic Education University of Tikrit, | ||
| Abstract | ||
| In this paper we study the stability of time series models in general, and for some non-linear time series models as a special case. Lagrange method to find the stability of non-linear models has been given. The Leishmaniasis time series was studied and modeled by different non-linear models such as, seasonal ARIMA model by using the logarithmic transformation, exponential model of order two and the polynomial model. The stability of all such models by the above method has been obtained. From the comparison we find that the SARIMA is the best among all such models which we used for forecasting one year ago. | ||
| Keywords | ||
| stability; Time series; non-linear time series models; Lagrange method | ||
|
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