自回归积分移动平均
时间序列
计算机科学
人工神经网络
利润(经济学)
自回归模型
计量经济学
移动平均线
人工智能
数据挖掘
机器学习
经济
计算机视觉
微观经济学
作者
Uppala Meena Sirisha,Manjula C. Belavagi,Girija Attigeri
出处
期刊:IEEE Access
[Institute of Electrical and Electronics Engineers]
日期:2022-01-01
卷期号:10: 124715-124727
被引量:111
标识
DOI:10.1109/access.2022.3224938
摘要
Time series forecasting using historical data is significantly important nowadays. Many fields such as finance, industries, healthcare, and meteorology use it. Profit analysis using financial data is crucial for any online or offline businesses and companies. It helps understand the sales and the profits and losses made and predict values for the future. For this effective analysis, the statistical methods- Autoregressive Integrated Moving Average (ARIMA) and Seasonal ARIMA models (SARIMA), and deep learning method- Long Short- Term Memory (LSTM) Neural Network model in time series forecasting have been chosen. It has been converted into a stationary dataset for ARIMA, not for SARIMA and LSTM. The fitted models have been built and used to predict profit on test data. After obtaining good accuracies of 93.84% (ARIMA), 94.378% (SARIMA) and 97.01% (LSTM) approximately, forecasts for the next 5 years have been done. Results show that LSTM surpasses both the statistical models in constructing the best model.
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