Search results for: time series classification

Authors: Aritra Acharyya, Moumita Mukherjee, J. P. Banerjee

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A generalized method for small-signal simulation of avalanche noise in Mixed Tunneling Avalanche Transit Time (MITATT) device is presented in this paper where the effect of series resistance is taken into account. The method is applied to a millimeter-wave Double Drift Region (DDR) MITATT device based on Silicon to obtain noise spectral density and noise measure as a function of frequency for different values of series resistance. It is found that noise measure of the device at the operating frequency (122 GHz) with input power density of 1010 Watt/m2 is about 35 dB for hypothetical parasitic series resistance of zero ohm (estimated junction temperature = 500 K). Results show that the noise measure increases as the value of parasitic resistance increases.

Keywords: Noise Analysis, Silicon MITATT, Admittancecharacteristics, Noise spectral density.

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Authors: Jayant V Kulkarni, Jayadevan R, Suresh N Mali, Hemant K Abhyankar, Raghunath S Holambe

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The paper describes a new approach for fingerprint classification, based on the distribution of local features (minute details or minutiae) of the fingerprints. The main advantage is that fingerprint classification provides an indexing scheme to facilitate efficient matching in a large fingerprint database. A set of rules based on heuristic approach has been proposed. The area around the core point is treated as the area of interest for extracting the minutiae features as there are substantial variations around the core point as compared to the areas away from the core point. The core point in a fingerprint has been located at a point where there is maximum curvature. The experimental results report an overall average accuracy of 86.57 % in fingerprint classification.

Keywords: Minutiae distribution, Minutiae, Classification, Orientation, Heuristic.

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Authors: Mitko Veta, Tomislav Kartalov, Zoran Ivanovski

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Organization of video databases is becoming difficult task as the amount of video content increases. Video classification based on the content of videos can significantly increase the speed of tasks such as browsing and searching for a particular video in a database. In this paper, a content-based videos classification system for the classes indoor and outdoor is presented. The system is intended to be used on a mobile platform with modest resources. The algorithm makes use of the temporal redundancy in videos, which allows using an uncomplicated classification model while still achieving reasonable accuracy. The training and evaluation was done on a video database of 443 videos downloaded from a video sharing service. A total accuracy of 87.36% was achieved.

Keywords: Indoor/outdoor, video classification, imageclassification

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Authors: Liping Li, Changchun Liu, Ke Li, Chengyu Liu

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Non-stationary trend in R-R interval series is considered as a main factor that could highly influence the evaluation of spectral analysis. It is suggested to remove trends in order to obtain reliable results. In this study, three detrending methods, the smoothness prior approach, the wavelet and the empirical mode decomposition, were compared on artificial R-R interval series with four types of simulated trends. The Lomb-Scargle periodogram was used for spectral analysis of R-R interval series. Results indicated that the wavelet method showed a better overall performance than the other two methods, and more time-saving, too. Therefore it was selected for spectral analysis of real R-R interval series of thirty-seven healthy subjects. Significant decreases (19.94±5.87% in the low frequency band and 18.97±5.78% in the ratio (p<0.001)) were found. Thus the wavelet method is recommended as an optimal choice for use.

Keywords: empirical mode decomposition, heart rate variability, signal detrending, smoothness priors, wavelet

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Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad

Abstract:

The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.

Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.

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Authors: Nicolás H. Beltrán, Manuel A. Duarte-Mermoud, Víctor A. Soto, Sebastián A. Salah, and Matías A. Bustos

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Results of Chilean wine classification based on the information provided by an electronic nose are reported in this paper. The classification scheme consists of two parts; in the first stage, Principal Component Analysis is used as feature extraction method to reduce the dimensionality of the original information. Then, Radial Basis Functions Neural Networks is used as pattern recognition technique to perform the classification. The objective of this study is to classify different Cabernet Sauvignon, Merlot and Carménère wine samples from different years, valleys and vineyards of Chile.

Keywords: Feature extraction techniques, Pattern recognitiontechniques, Principal component analysis, Radial basis functionsneural networks, Wine classification.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.

Keywords: Stochastic models, ARIMA, extreme streamflow, Karkheh River.

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Authors: Shunzuo Wu, Xudong Luo, Yuanxiu Liao

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Recently, the rapid development of deep learning makes artificial intelligence (AI) penetrate into many fields, replacing manual work there. In particular, AI systems also become a research focus in the field of automatic office. To meet real needs in automatic officiating, in this paper we develop an automatic form filling system. Specifically, it uses two classical neural network models and several word embedding models to classify various relevant information elicited from the Internet. When training the neural network models, we use less noisy and balanced data for training. We conduct a series of experiments to test my systems and the results show that our system can achieve better classification results.

Keywords: Personal information, deep learning, auto fill, NLP, document analysis.

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Authors: M. Sinecen, M. Makinacı

Abstract:

The purpose of this paper is to assess the value of neural networks for classification of cancer and noncancer prostate cells. Gauss Markov Random Fields, Fourier entropy and wavelet average deviation features are calculated from 80 noncancer and 80 cancer prostate cell nuclei. For classification, artificial neural network techniques which are multilayer perceptron, radial basis function and learning vector quantization are used. Two methods are utilized for multilayer perceptron. First method has single hidden layer and between 3-15 nodes, second method has two hidden layer and each layer has between 3-15 nodes. Overall classification rate of 86.88% is achieved.

Keywords: Artificial neural networks, texture classification, cancer diagnosis.

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Authors: Z. Zainuddin, W. K. Lye

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In this paper, a clustering algorithm named KHarmonic means (KHM) was employed in the training of Radial Basis Function Networks (RBFNs). KHM organized the data in clusters and determined the centres of the basis function. The popular clustering algorithms, namely K-means (KM) and Fuzzy c-means (FCM), are highly dependent on the initial identification of elements that represent the cluster well. In KHM, the problem can be avoided. This leads to improvement in the classification performance when compared to other clustering algorithms. A comparison of the classification accuracy was performed between KM, FCM and KHM. The classification performance is based on the benchmark data sets: Iris Plant, Diabetes and Breast Cancer. RBFN training with the KHM algorithm shows better accuracy in classification problem.

Keywords: Neural networks, Radial basis functions, Clusteringmethod, K-harmonic means.

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Authors: Mana Tarjoman, Shaghayegh Zarei

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Using efficient classification methods is necessary for automatic fingerprint recognition system. This paper introduces a new structural approach to fingerprint classification by using the directional image of fingerprints to increase the number of subclasses. In this method, the directional image of fingerprints is segmented into regions consisting of pixels with the same direction. Afterwards the relational graph to the segmented image is constructed and according to it, the super graph including prominent information of this graph is formed. Ultimately we apply a matching technique to compare obtained graph with the model graphs in order to classify fingerprints by using cost function. Increasing the number of subclasses with acceptable accuracy in classification and faster processing in fingerprints recognition, makes this system superior.

Keywords: Classification, Directional image, Fingerprint, Graph, Super graph.

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Authors: Amitabh Wahi, Sundaramurthy S.

Abstract:

Natural outdoor scene classification is active and promising research area around the globe. In this study, the classification is carried out in two phases. In the first phase, the features are extracted from the images by wavelet decomposition method and stored in a database as feature vectors. In the second phase, the neural classifiers such as back-propagation neural network (BPNN) and resilient back-propagation neural network (RPNN) are employed for the classification of scenes. Four hundred color images are considered from MIT database of two classes as forest and street. A comparative study has been carried out on the performance of the two neural classifiers BPNN and RPNN on the increasing number of test samples. RPNN showed better classification results compared to BPNN on the large test samples.

Keywords: BPNN, Classification, Feature extraction, RPNN, Wavelet.

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Authors: Mohamed R. Mhereeg

Abstract:

The paper investigates the feasibility of constructing a software multi-agent based monitoring and classification system and utilizing it to provide an automated and accurate classification of end users developing applications in the spreadsheet domain. The agents function autonomously to provide continuous and periodic monitoring of excels spreadsheet workbooks. Resulting in, the development of the MultiAgent classification System (MACS) that is in compliance with the specifications of the Foundation for Intelligent Physical Agents (FIPA). However, different technologies have been brought together to build MACS. The strength of the system is the integration of the agent technology with the FIPA specifications together with other technologies that are Windows Communication Foundation (WCF) services, Service Oriented Architecture (SOA), and Oracle Data Mining (ODM). The Microsoft's .NET widows service based agents were utilized to develop the monitoring agents of MACS, the .NET WCF services together with SOA approach allowed the distribution and communication between agents over the WWW that is in order to satisfy the monitoring and classification of the multiple developer aspect. ODM was used to automate the classification phase of MACS.

Keywords: Autonomous, Classification, MACS, Multi-Agent, SOA, WCF.

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Authors: S. Pattanapairoj, D. Chetchotsak

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This paper proposed classification models that would be used as a proxy for hard disk drive (HDD) functional test equitant which required approximately more than two weeks to perform the HDD status classification in either “Pass" or “Fail". These models were constructed by using committee network which consisted of a number of single neural networks. This paper also included the method to solve the problem of sparseness data in failed part, which was called “enforce learning method". Our results reveal that the constructed classification models with the proposed method could perform well in the sparse data conditions and thus the models, which used a few seconds for HDD classification, could be used to substitute the HDD functional tests.

Keywords: Sparse data, Classifications, Committee network

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Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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Authors: Khunsa Fatima, Umar K. Khattak, Allah Bakhsh Kausar

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Satellite images interpretation and analysis assist geologists by providing valuable information about geology and minerals of an area to be surveyed. A test site in Fatejang of district Attock has been studied using Landsat ETM+ and ASTER satellite images for lithological mapping. Five different supervised image classification techniques namely maximum likelihood, parallelepiped, minimum distance to mean, mahalanobis distance and spectral angle mapper have been performed upon both satellite data images to find out the suitable classification technique for lithological mapping in the study area. Results of these five image classification techniques were compared with the geological map produced by Geological Survey of Pakistan. Result of maximum likelihood classification technique applied on ASTER satellite image has highest correlation of 0.66 with the geological map. Field observations and XRD spectra of field samples also verified the results. A lithological map was then prepared based on the maximum likelihood classification of ASTER satellite image.

Keywords: ASTER, Landsat-ETM+, Satellite, Image classification.

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Authors: U. C. Amadi, N. A. Udoh

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One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: Eric Jiang

Abstract:

As a popular rank-reduced vector space approach, Latent Semantic Indexing (LSI) has been used in information retrieval and other applications. In this paper, an LSI-based content vector model for text classification is presented, which constructs multiple augmented category LSI spaces and classifies text by their content. The model integrates the class discriminative information from the training data and is equipped with several pertinent feature selection and text classification algorithms. The proposed classifier has been applied to email classification and its experiments on a benchmark spam testing corpus (PU1) have shown that the approach represents a competitive alternative to other email classifiers based on the well-known SVM and naïve Bayes algorithms.

Keywords: Feature Selection, Latent Semantic Indexing, Text Classification, Vector Space Model.

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Authors: M. Govindarajan, R. M. Chandrasekaran

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Text Mining is around applying knowledge discovery techniques to unstructured text is termed knowledge discovery in text (KDT), or Text data mining or Text Mining. In Neural Network that address classification problems, training set, testing set, learning rate are considered as key tasks. That is collection of input/output patterns that are used to train the network and used to assess the network performance, set the rate of adjustments. This paper describes a proposed back propagation neural net classifier that performs cross validation for original Neural Network. In order to reduce the optimization of classification accuracy, training time. The feasibility the benefits of the proposed approach are demonstrated by means of five data sets like contact-lenses, cpu, weather symbolic, Weather, labor-nega-data. It is shown that , compared to exiting neural network, the training time is reduced by more than 10 times faster when the dataset is larger than CPU or the network has many hidden units while accuracy ('percent correct') was the same for all datasets but contact-lences, which is the only one with missing attributes. For contact-lences the accuracy with Proposed Neural Network was in average around 0.3 % less than with the original Neural Network. This algorithm is independent of specify data sets so that many ideas and solutions can be transferred to other classifier paradigms.

Keywords: Back propagation, classification accuracy, textmining, time complexity.

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Authors: Aleksandra Zysk, Pawel Badura

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Recognizing and controlling vocal registers during singing is a difficult task for beginner vocalist. It requires among others identifying which part of natural resonators is being used when a sound propagates through the body. Thus, an application has been designed allowing for sound recording, automatic vocal register recognition (VRR), and a graphical user interface providing real-time visualization of the signal and recognition results. Six spectral features are determined for each time frame and passed to the support vector machine classifier yielding a binary decision on the head or chest register assignment of the segment. The classification training and testing data have been recorded by ten professional female singers (soprano, aged 19-29) performing sounds for both chest and head register. The classification accuracy exceeded 93% in each of various validation schemes. Apart from a hard two-class clustering, the support vector classifier returns also information on the distance between particular feature vector and the discrimination hyperplane in a feature space. Such an information reflects the level of certainty of the vocal register classification in a fuzzy way. Thus, the designed recognition and training application is able to assess and visualize the continuous trend in singing in a user-friendly graphical mode providing an easy way to control the vocal emission.

Keywords: Classification, singing, spectral analysis, vocal emission, vocal register.

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Authors: Md. Khademul Islam Molla, Akimasa Sumi, M. Sayedur Rahman

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The empirical mode decomposition (EMD) represents any time series into a finite set of basis functions. The bases are termed as intrinsic mode functions (IMFs) which are mutually orthogonal containing minimum amount of cross-information. The EMD successively extracts the IMFs with the highest local frequencies in a recursive way, which yields effectively a set low-pass filters based entirely on the properties exhibited by the data. In this paper, EMD is applied to explore the properties of the multi-year air temperature and to observe its effects on climate change under global warming. This method decomposes the original time-series into intrinsic time scale. It is capable of analyzing nonlinear, non-stationary climatic time series that cause problems to many linear statistical methods and their users. The analysis results show that the mode of EMD presents seasonal variability. The most of the IMFs have normal distribution and the energy density distribution of the IMFs satisfies Chi-square distribution. The IMFs are more effective in isolating physical processes of various time-scales and also statistically significant. The analysis results also show that the EMD method provides a good job to find many characteristics on inter annual climate. The results suggest that climate fluctuations of every single element such as temperature are the results of variations in the global atmospheric circulation.

Keywords: Empirical mode decomposition, instantaneous frequency, Hilbert spectrum, Chi-square distribution, anthropogenic impact.

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Authors: SuGil Choi, SeungWan Han, Chi-Yoon Jeong, TaekYong Nam

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This paper proposes a specialized Web robot to automatically collect objectionable Web contents for use in an objectionable Web content classification system, which creates the URL database of objectionable Web contents. It aims at shortening the update period of the DB, increasing the number of URLs in the DB, and enhancing the accuracy of the information in the DB.

Keywords: Web robot, objectionable Web content classification, URL database, URL rating

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Authors: Gehad S. Kaseb, Mona F. Ahmed

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Arabic Sentiment Analysis (SA) is one of the most common research fields with many open areas. This paper proposes different pre-processing steps and a modified methodology to improve the accuracy using normal Support Vector Machine (SVM) classification. The paper works on two datasets, Arabic Sentiment Tweets Dataset (ASTD) and Extended Arabic Tweets Sentiment Dataset (Extended-ATSD), which are publicly available for academic use. The results show that the classification accuracy approaches 86%.

Keywords: Arabic, hybrid classification, sentiment analysis, tweets.

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Authors: Kahraman Ayyildiz, Stefan Conrad

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In this paper we present a system for classifying videos by frequency spectra. Many videos contain activities with repeating movements. Sports videos, home improvement videos, or videos showing mechanical motion are some example areas. Motion of these areas usually repeats with a certain main frequency and several side frequencies. Transforming repeating motion to its frequency domain via FFT reveals these frequencies. Average amplitudes of frequency intervals can be seen as features of cyclic motion. Hence determining these features can help to classify videos with repeating movements. In this paper we explain how to compute frequency spectra for video clips and how to use them for classifying. Our approach utilizes series of image moments as a function. This function again is transformed into its frequency domain.

Keywords: action recognition, frequency feature, motion recognition, repeating movement, video classification

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Authors: Javad Abdalkhani

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Convergence of power series solutions for a class of non-linear Abel type equations, including an equation that arises in nonlinear cooling of semi-infinite rods, is very slow inside their small radius of convergence. Beyond that the corresponding power series are wildly divergent. Implementation of nonlinear sequence transformation allow effortless evaluation of these power series on very large intervals..

Keywords: Nonlinear transformation, Abel Volterra Equations, Mathematica

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Authors: F. Jiménez, R. Jódar, M. Martín, G. Sánchez, G. Sciavicco

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Abstract—Attribute or feature selection is one of the basic strategies to improve the performances of data classification tasks, and, at the same time, to reduce the complexity of classifiers, and it is a particularly fundamental one when the number of attributes is relatively high. Its application to unsupervised classification is restricted to a limited number of experiments in the literature. Evolutionary computation has already proven itself to be a very effective choice to consistently reduce the number of attributes towards a better classification rate and a simpler semantic interpretation of the inferred classifiers. We present a feature selection wrapper model composed by a multi-objective evolutionary algorithm, the clustering method Expectation-Maximization (EM), and the classifier C4.5 for the unsupervised classification of data extracted from a psychological test named BASC-II (Behavior Assessment System for Children - II ed.) with two objectives: Maximizing the likelihood of the clustering model and maximizing the accuracy of the obtained classifier. We present a methodology to integrate feature selection for unsupervised classification, model evaluation, decision making (to choose the most satisfactory model according to a a posteriori process in a multi-objective context), and testing. We compare the performance of the classifier obtained by the multi-objective evolutionary algorithms ENORA and NSGA-II, and the best solution is then validated by the psychologists that collected the data.

Keywords: Feature selection, multi-objective evolutionary computation, unsupervised classification, behavior assessment system for children.

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Authors: Kjersti Engan, Karl Skretting, Jostein Herredsvela, Thor Ole Gulsrud

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Texture classification is an important image processing task with a broad application range. Many different techniques for texture classification have been explored. Using sparse approximation as a feature extraction method for texture classification is a relatively new approach, and Skretting et al. recently presented the Frame Texture Classification Method (FTCM), showing very good results on classical texture images. As an extension of that work the FTCM is here tested on a real world application as detection of abnormalities in mammograms. Some extensions to the original FTCM that are useful in some applications are implemented; two different smoothing techniques and a vector augmentation technique. Both detection of microcalcifications (as a primary detection technique and as a last stage of a detection scheme), and soft tissue lesions in mammograms are explored. All the results are interesting, and especially the results using FTCM on regions of interest as the last stage in a detection scheme for microcalcifications are promising.

Keywords: detection, mammogram, texture classification, dictionary learning, FTCM

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Authors: Minsoo Lee, Yearn Jeong Kim, Yun-mi Kim, Sujeung Cheong, Sookyung Song

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Bio-chips are used for experiments on genes and contain various information such as genes, samples and so on. The two-dimensional bio-chips, in which one axis represent genes and the other represent samples, are widely being used these days. Instead of experimenting with real genes which cost lots of money and much time to get the results, bio-chips are being used for biological experiments. And extracting data from the bio-chips with high accuracy and finding out the patterns or useful information from such data is very important. Bio-chip analysis systems extract data from various kinds of bio-chips and mine the data in order to get useful information. One of the commonly used methods to mine the data is classification. The algorithm that is used to classify the data can be various depending on the data types or number characteristics and so on. Considering that bio-chip data is extremely large, an algorithm that imitates the ecosystem such as the ant algorithm is suitable to use as an algorithm for classification. This paper focuses on finding the classification rules from the bio-chip data using the Ant Colony algorithm which imitates the ecosystem. The developed system takes in consideration the accuracy of the discovered rules when it applies it to the bio-chip data in order to predict the classes.

Keywords: Ant Colony System, DNA chip data, Classification.

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Authors: Mohammad H. Taheri, David J. Brown, Nasser Sherkat

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Engagement is one of the most important factors in determining successful outcomes and deep learning in students. Existing approaches to detect student engagement involve periodic human observations that are subject to inter-rater reliability. Our solution uses real-time multimodal multisensor data labeled by objective performance outcomes to infer the engagement of students. The study involves four students with a combined diagnosis of cerebral palsy and a learning disability who took part in a 3-month trial over 59 sessions. Multimodal multisensor data were collected while they participated in a continuous performance test. Eye gaze, electroencephalogram, body pose, and interaction data were used to create a model of student engagement through objective labeling from the continuous performance test outcomes. In order to achieve this, a type of continuous performance test is introduced, the Seek-X type. Nine features were extracted including high-level handpicked compound features. Using leave-one-out cross-validation, a series of different machine learning approaches were evaluated. Overall, the random forest classification approach achieved the best classification results. Using random forest, 93.3% classification for engagement and 42.9% accuracy for disengagement were achieved. We compared these results to outcomes from different models: AdaBoost, decision tree, k-Nearest Neighbor, naïve Bayes, neural network, and support vector machine. We showed that using a multisensor approach achieved higher accuracy than using features from any reduced set of sensors. We found that using high-level handpicked features can improve the classification accuracy in every sensor mode. Our approach is robust to both sensor fallout and occlusions. The single most important sensor feature to the classification of engagement and distraction was shown to be eye gaze. It has been shown that we can accurately predict the level of engagement of students with learning disabilities in a real-time approach that is not subject to inter-rater reliability, human observation or reliant on a single mode of sensor input. This will help teachers design interventions for a heterogeneous group of students, where teachers cannot possibly attend to each of their individual needs. Our approach can be used to identify those with the greatest learning challenges so that all students are supported to reach their full potential.

Keywords: Affective computing in education, affect detection, continuous performance test, engagement, flow, HCI, interaction, learning disabilities, machine learning, multimodal, multisensor, physiological sensors, Signal Detection Theory, student engagement.

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Authors: Kunya Bowornchockchai

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The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Y_t = Y_t-1 + 0.3691 (Y_t-1 - Y_t-2) When Y_t  is the time series data at time t, respectively.

Keywords: Box–Jenkins Method, Holt’s Method, Mean Absolute Percentage Error (MAPE).

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