Quang Trần - Academia.edu (original) (raw)
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UERJ - Universidade do Estado do Rio de Janeiro / Rio de Janeiro State University
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Papers by Quang Trần
... Author: Dương Xuân, Sơn; Đinh Văn, Hường; Trần, Quang. Abstract: Nội dung của giáo trình đề c... more ... Author: Dương Xuân, Sơn; Đinh Văn, Hường; Trần, Quang. Abstract: Nội dung của giáo trình đề cập đến những vấn đề có tính phương pháp luận, các khái niệm, phạm trù, đặc trưng, chức năng, nguyên tắc, hiệu quả, tính sáng tạo của lao động báo chí, làm cơ sở cho việc ...
International Journal of Communications, Network and System Sciences, 2015
This paper highlights the statistical procedure used in developing models that have the ability o... more This paper highlights the statistical procedure used in developing models that have the ability of capturing and forecasting the traffic of mobile communication network operating in Vietnam. To build such models, we follow Box-Jenkins method to construct a multiplicative seasonal ARIMA model to represent the mean component using the past values of traffic, then incorporate a GARCH model to represent its volatility. The traffic is collected from EVN Telecom mobile communication network. Diagnostic tests and examination of forecast accuracy measures indicate that the multiplicative seasonal ARIMA/GARCH model, i.e. ARIMA (1, 0, 1) × (0, 1, 1)24/GARCH (1, 1) shows a good estimation when dealing with volatility clustering in the data series. This model can be considered to be a flexible model to capture well the characteristics of EVN traffic series and give reasonable forecasting results. Moreover, in such situations that the volatility is not necessary to be taken into account, i.e. short-term prediction, the multiplicative seasonal ARIMA/GARCH model still acts well with the GARCH parameters adjusted to GARCH (0, 0).
... Author: Dương Xuân, Sơn; Đinh Văn, Hường; Trần, Quang. Abstract: Nội dung của giáo trình đề c... more ... Author: Dương Xuân, Sơn; Đinh Văn, Hường; Trần, Quang. Abstract: Nội dung của giáo trình đề cập đến những vấn đề có tính phương pháp luận, các khái niệm, phạm trù, đặc trưng, chức năng, nguyên tắc, hiệu quả, tính sáng tạo của lao động báo chí, làm cơ sở cho việc ...
International Journal of Communications, Network and System Sciences, 2015
This paper highlights the statistical procedure used in developing models that have the ability o... more This paper highlights the statistical procedure used in developing models that have the ability of capturing and forecasting the traffic of mobile communication network operating in Vietnam. To build such models, we follow Box-Jenkins method to construct a multiplicative seasonal ARIMA model to represent the mean component using the past values of traffic, then incorporate a GARCH model to represent its volatility. The traffic is collected from EVN Telecom mobile communication network. Diagnostic tests and examination of forecast accuracy measures indicate that the multiplicative seasonal ARIMA/GARCH model, i.e. ARIMA (1, 0, 1) × (0, 1, 1)24/GARCH (1, 1) shows a good estimation when dealing with volatility clustering in the data series. This model can be considered to be a flexible model to capture well the characteristics of EVN traffic series and give reasonable forecasting results. Moreover, in such situations that the volatility is not necessary to be taken into account, i.e. short-term prediction, the multiplicative seasonal ARIMA/GARCH model still acts well with the GARCH parameters adjusted to GARCH (0, 0).