{"id":"https://openalex.org/W2804379028","doi":"https://doi.org/10.1145/3109761.3109806","title":"SWGARCH model for time series forecasting","display_name":"SWGARCH model for time series forecasting","publication_year":2017,"publication_date":"2017-10-17","ids":{"openalex":"https://openalex.org/W2804379028","doi":"https://doi.org/10.1145/3109761.3109806","mag":"2804379028"},"language":"en","primary_location":{"id":"doi:10.1145/3109761.3109806","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3109761.3109806","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 1st International Conference on Internet of Things and Machine Learning","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019626833","display_name":"Mohammed Zaki Shbier","orcid":null},"institutions":[{"id":"https://openalex.org/I59206443","display_name":"University of Palestine","ror":"https://ror.org/04yhapk09","country_code":"PS","type":"education","lineage":["https://openalex.org/I59206443"]}],"countries":["PS"],"is_corresponding":false,"raw_author_name":"Mohammed Zaki Shbier","raw_affiliation_strings":["University of Palestine, Gaza, Palestine"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Palestine, Gaza, Palestine","institution_ids":["https://openalex.org/I59206443"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037097926","display_name":"Ku Ruhana Ku\u2010Mahamud","orcid":null},"institutions":[{"id":"https://openalex.org/I94625822","display_name":"Northern University of Malaysia","ror":"https://ror.org/01ss10648","country_code":"MY","type":"education","lineage":["https://openalex.org/I94625822"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Ku Ruhana Ku-Mahamud","raw_affiliation_strings":["Universiti Utara Malaysia, Sintok, Kedah, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universiti Utara Malaysia, Sintok, Kedah, Malaysia","institution_ids":["https://openalex.org/I94625822"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035616622","display_name":"Mahmod Othman","orcid":"https://orcid.org/0000-0002-5791-2815"},"institutions":[{"id":"https://openalex.org/I203899302","display_name":"Universiti Teknologi Petronas","ror":"https://ror.org/048g2sh07","country_code":"MY","type":"education","lineage":["https://openalex.org/I203899302"]}],"countries":["MY"],"is_corresponding":false,"raw_author_name":"Mahmod Othman","raw_affiliation_strings":["Universiti Teknologi Petronas, Perak, Malaysia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universiti Teknologi Petronas, Perak, Malaysia","institution_ids":["https://openalex.org/I203899302"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9890999794006348,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9825999736785889,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.977400004863739,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6787779331207275},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6215945482254028},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.6025159358978271},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.24843516945838928},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.07220509648323059}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6787779331207275},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6215945482254028},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.6025159358978271},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.24843516945838928},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.07220509648323059},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3109761.3109806","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3109761.3109806","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 1st International Conference on Internet of Things and Machine Learning","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/1","display_name":"No poverty","score":0.8299999833106995}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1767322088","https://openalex.org/W1994038649","https://openalex.org/W2004204718","https://openalex.org/W2114292156","https://openalex.org/W2126822753","https://openalex.org/W2155405080","https://openalex.org/W2242144950","https://openalex.org/W2406202663","https://openalex.org/W2442675387","https://openalex.org/W2518538438","https://openalex.org/W2540013903","https://openalex.org/W2548806738","https://openalex.org/W3099407153","https://openalex.org/W4230621011","https://openalex.org/W4238256344","https://openalex.org/W4242482041","https://openalex.org/W4244378622","https://openalex.org/W4248816689"],"related_works":["https://openalex.org/W2119012848","https://openalex.org/W2622688551","https://openalex.org/W1990205660","https://openalex.org/W4232297163","https://openalex.org/W3173197429","https://openalex.org/W3033088600","https://openalex.org/W2189509466","https://openalex.org/W4294204276","https://openalex.org/W2324097976","https://openalex.org/W2909992598"],"abstract_inverted_index":{"Generalized":[0],"Autoregressive":[1],"Conditional":[2],"Heteroskedasticity":[3],"(GARCH)":[4],"is":[5,34,60,78,132],"one":[6],"of":[7,25,46,63,71,91,114,130],"the":[8,23,26,31,37,44,47,53,64,69,72,82,85,128],"most":[9],"popular":[10],"time":[11,19,108,146],"series":[12,20,109,147],"models":[13,111],"that":[14,40,127,140],"can":[15,142],"be":[16,143],"used":[17,144],"for":[18,145],"forecasting.":[21,148],"However,":[22],"computation":[24],"long":[27],"run":[28],"variance":[29,83],"in":[30,84,112],"GARCH":[32,56,65,135],"model":[33,66],"based":[35],"on":[36,95],"historical":[38],"data":[39],"does":[41],"not":[42],"reflect":[43],"influence":[45],"recent":[48],"variance.":[49,73],"This":[50],"study":[51],"proposed":[52],"sliding":[54,75],"window":[55,76],"(SWGARCH)":[57],"model,":[58],"which":[59,138],"an":[61],"enhancement":[62],"to":[67,80],"overcome":[68],"limitation":[70],"The":[74,123],"technique":[77],"solely":[79],"estimate":[81],"SWGARCH":[86,92,131,141],"model.":[87],"A":[88],"performance":[89,129],"evaluation":[90],"was":[93],"performed":[94],"Standard":[96],"and":[97,102,118,136],"Poor's":[98],"500":[99],"index":[100],"dataset":[101],"compared":[103],"with":[104],"two":[105],"(2)":[106],"common":[107],"forecasting":[110],"terms":[113],"mean":[115,119],"square":[116],"error":[117],"absolute":[120],"percentage":[121],"error.":[122],"experimental":[124],"results":[125],"showed":[126],"superior":[133],"than":[134],"ARIMA-GARCH,":[137],"confirmed":[139]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
