{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,19]],"date-time":"2025-06-19T04:08:59Z","timestamp":1750306139320,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":13,"publisher":"ACM","license":[{"start":{"date-parts":[[2017,10,17]],"date-time":"2017-10-17T00:00:00Z","timestamp":1508198400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"name":"Ministry of Higher Education Malaysia"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2017,10,17]]},"DOI":"10.1145\/3109761.3109806","type":"proceedings-article","created":{"date-parts":[[2018,5,25]],"date-time":"2018-05-25T16:02:26Z","timestamp":1527264146000},"page":"1-5","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":2,"title":["SWGARCH model for time series forecasting"],"prefix":"10.1145","author":[{"given":"Mohammed Zaki","family":"Shbier","sequence":"first","affiliation":[{"name":"University of Palestine, Gaza, Palestine"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ku Ruhana","family":"Ku-Mahamud","sequence":"additional","affiliation":[{"name":"Universiti Utara Malaysia, Sintok, Kedah, Malaysia"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Mahmod","family":"Othman","sequence":"additional","affiliation":[{"name":"Universiti Teknologi Petronas, Perak, Malaysia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2017,10,17]]},"reference":[{"volume-title":"2014 International Conference on Advances in Electronics Computers and Communications, 1--6.","author":"Narendra B.","key":"e_1_3_2_1_1_1","unstructured":"B. Narendra and R. Eswara . 2014. Selected Indian stock predictions using a hybrid ARIMA-GARCH model . In 2014 International Conference on Advances in Electronics Computers and Communications, 1--6. B. Narendra and R. Eswara. 2014. Selected Indian stock predictions using a hybrid ARIMA-GARCH model. In 2014 International Conference on Advances in Electronics Computers and Communications, 1--6."},{"volume-title":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 318--324","author":"Tobar F.","key":"e_1_3_2_1_2_1","unstructured":"F. Tobar , M. Orchard , D. Mandic , and A. Constantinides . 2014. Estimation of financial indices volatility using a model with time-varying parameters . In 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 318--324 . F. Tobar, M. Orchard, D. Mandic, and A. Constantinides. 2014. Estimation of financial indices volatility using a model with time-varying parameters. In 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 318--324."},{"volume-title":"2015 12th International Conference on Fuzzy Systems and Knowledge Discovery, 1061--1067","author":"Jingwen Z.","key":"e_1_3_2_1_3_1","unstructured":"Z. Jingwen , C. Li , and P. Qin . 2015. Modeling non-stationary stochastic systems with generalized time series models . In 2015 12th International Conference on Fuzzy Systems and Knowledge Discovery, 1061--1067 . Z. Jingwen, C. Li, and P. Qin. 2015. Modeling non-stationary stochastic systems with generalized time series models. In 2015 12th International Conference on Fuzzy Systems and Knowledge Discovery, 1061--1067."},{"volume-title":"The 18th International Conference on Computer and Information Technology, 282--288","author":"Banik S.","key":"e_1_3_2_1_4_1","unstructured":"S. Banik and K. Khan . 2015. Forecasting US NASDAQ stock index values using hybrid forecasting systems . In The 18th International Conference on Computer and Information Technology, 282--288 . S. Banik and K. Khan. 2015. Forecasting US NASDAQ stock index values using hybrid forecasting systems. In The 18th International Conference on Computer and Information Technology, 282--288."},{"volume-title":"2016 IEEE 30th International Conference on Advanced Information Networking and Applications, 879--884","author":"Hernandez J.","key":"e_1_3_2_1_5_1","unstructured":"J. Hernandez , M. Ovando , F. Acosta , and P. Pancardo . 2016. Water level meter for alerting population about floods . In 2016 IEEE 30th International Conference on Advanced Information Networking and Applications, 879--884 . J. Hernandez, M. Ovando, F. Acosta, and P. Pancardo. 2016. Water level meter for alerting population about floods. In 2016 IEEE 30th International Conference on Advanced Information Networking and Applications, 879--884."},{"volume-title":"2016 13th International Conference on Service Systems and Service Management, 1--4.","author":"Pan Y.","key":"e_1_3_2_1_6_1","unstructured":"Y. Pan , M. Zhang , Z. Chen , M. Zhou , and Z. Zhang . 2016. An ARIMA based model for forecasting the patient number of epidemic disease . In 2016 13th International Conference on Service Systems and Service Management, 1--4. Y. Pan, M. Zhang, Z. Chen, M. Zhou, and Z. Zhang. 2016. An ARIMA based model for forecasting the patient number of epidemic disease. In 2016 13th International Conference on Service Systems and Service Management, 1--4."},{"volume-title":"The International Conference on Advances in Electronics Computers and Communications, 1--6.","author":"Babu C. N.","key":"e_1_3_2_1_7_1","unstructured":"C. N. Babu and B. E. Reddy . 2014. Selected Indian stock predictions using a hybrid ARIMA-GARCH model . In The International Conference on Advances in Electronics Computers and Communications, 1--6. C. N. Babu and B. E. Reddy. 2014. Selected Indian stock predictions using a hybrid ARIMA-GARCH model. In The International Conference on Advances in Electronics Computers and Communications, 1--6."},{"volume-title":"The International Conference on Advances in Engineering, Science and Management, 256--260","author":"Babu C. N.","key":"e_1_3_2_1_8_1","unstructured":"C. N. Babu and B. E. Reddy . 2012. Predictive data mining on average global temperature using variants of ARIMA models . In The International Conference on Advances in Engineering, Science and Management, 256--260 . C. N. Babu and B. E. Reddy. 2012. Predictive data mining on average global temperature using variants of ARIMA models. In The International Conference on Advances in Engineering, Science and Management, 256--260."},{"volume-title":"2011 IEEE Power and Energy Society General Meeting, 1--6.","author":"Chen H.","key":"e_1_3_2_1_9_1","unstructured":"H. Chen , F. Li , Q. Wan , and Y. Wang . 2011. Short term load forecasting using regime-switching GARCH models . In 2011 IEEE Power and Energy Society General Meeting, 1--6. H. Chen, F. Li, Q. Wan, and Y. Wang. 2011. Short term load forecasting using regime-switching GARCH models. In 2011 IEEE Power and Energy Society General Meeting, 1--6."},{"volume-title":"2009 Transmission & Distribution Conference & Exposition: Asia and Pacific, 1--4.","author":"Areekul P.","key":"e_1_3_2_1_10_1","unstructured":"P. Areekul , T. Senjyu , H. Toyama , and A. Yona . 2009. Combination of artificial neural network and ARIMA time series models for short term price forecasting in deregulated market . In 2009 Transmission & Distribution Conference & Exposition: Asia and Pacific, 1--4. P. Areekul, T. Senjyu, H. Toyama, and A. Yona. 2009. Combination of artificial neural network and ARIMA time series models for short term price forecasting in deregulated market. In 2009 Transmission & Distribution Conference & Exposition: Asia and Pacific, 1--4."},{"volume-title":"2013 IEEE International Conference on Informatics, Electronics and Vision, 1--6.","author":"Rahman M.","key":"e_1_3_2_1_11_1","unstructured":"M. Rahman , S. Islam , S. Y. Nadvi , and R. M. Rahman . 2013. Comparative study of ANFIS and ARIMA model for weather forecasting in Dhaka . In 2013 IEEE International Conference on Informatics, Electronics and Vision, 1--6. M. Rahman, S. Islam, S. Y. Nadvi, and R. M. Rahman. 2013. Comparative study of ANFIS and ARIMA model for weather forecasting in Dhaka. In 2013 IEEE International Conference on Informatics, Electronics and Vision, 1--6."},{"volume-title":"2016 IEEE 11th Conference on Industrial Electronics and Applications, 531--533","author":"Changbao Z.","key":"e_1_3_2_1_12_1","unstructured":"Z. Changbao , Z. Jun , and L. Guoli . 2016. Research on sequence component detection algorithm based on sliding-window mean-value . In 2016 IEEE 11th Conference on Industrial Electronics and Applications, 531--533 . Z. Changbao, Z. Jun, and L. Guoli. 2016. Research on sequence component detection algorithm based on sliding-window mean-value. In 2016 IEEE 11th Conference on Industrial Electronics and Applications, 531--533."},{"key":"e_1_3_2_1_13_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1469-1809.2009.00543.x"}],"event":{"name":"IML 2017: International Conference on Internet of Things and Machine Learning","acronym":"IML 2017","location":"Liverpool United Kingdom"},"container-title":["Proceedings of the 1st International Conference on Internet of Things and Machine Learning"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3109761.3109806","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3109761.3109806","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T03:37:24Z","timestamp":1750217844000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3109761.3109806"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,10,17]]},"references-count":13,"alternative-id":["10.1145\/3109761.3109806","10.1145\/3109761"],"URL":"https:\/\/doi.org\/10.1145\/3109761.3109806","relation":{},"subject":[],"published":{"date-parts":[[2017,10,17]]},"assertion":[{"value":"2017-10-17","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}