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The commodities price evolution is a very interesting data for shopkeepers selling online. By using the Web mining can get more and more data in everywhere such as e-supermarkets and e-commerce. This paper shows a case study for the price extracting of mobile phone selling online. Extracting the commodities price to get the price trend using the uncompleted data is researched. The forecast algorithm...
This study investigates the characteristic of non-stationarity in a financial time-series and its effect on the learning process for Artificial Neural Networks (ANN). It is motivated by previous work where it was shown that non-stationarity is not static within a financial time series but quite variable in nature. Initially unit-root tests were performed to isolate segments that were stationary or...
In this paper, we present in a systematic way an approach to modelling of Kalman Filter in the Statistical Process Control, formulated in state space. The procedure based on the Kalman filter was superior to the classical procedures like Shewhart and CUSUM control charts.
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