Research and Application of ARIMA Model and BFGS Algorithm

Kaitong Jia · 2024

In this paper, the key variables that have an impact on the object of study are initially estimated. Then, the optimal model is derived by calculating the optimal plan through utilizing the BFGS algorithm with the aid of a time series model as well as a poisson distribution model. The employment of the method involving infinitesimals and the cost-effectiveness approach is utilized to analyze the influence on the final results when the significant variables undergo changes. Moreover, the model presented in this paper is stabilized via sensitivity analysis, which facilitates more robust design and decision-making in the presence of uncertainty. This allows for a more stable and reliable model, enabling better decision-making and design in various situations where uncertainty exists.

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