The comparative forecast performance of univariate and multivariate model: an application to time series forecasting
Time series forecasting is a major challenge in many real world applications such as stock price analysis, electricity prices, natural rubber prices and flood forecasting. This type of forecasting is to predict the values of a continuous variable (called as response variable or output variable) with...
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| Format: | Thesis |
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2009
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| author | Sallehuddin, Roselina Shamsuddin, Siti Mariyam Mohd. Hashim, Siti Zaiton |
| author_facet | Sallehuddin, Roselina Shamsuddin, Siti Mariyam Mohd. Hashim, Siti Zaiton |
| author_sort | Sallehuddin, Roselina |
| description | Time series forecasting is a major challenge in many real world applications such as stock price analysis, electricity prices, natural rubber prices and flood forecasting. This type of forecasting is to predict the values of a continuous variable (called as response variable or output variable) with a forecasting model based on historical data. There are two types of time series forecasting modeling methods; univariate and multivariate. |
| format | Thesis |
| id | uthm-18380 |
| institution | Universiti Teknologi Malaysia |
| publishDate | 2009 |
| record_format | eprints |
| spelling | uthm-183802012-08-07T02:05:52Z http://eprints.utm.my/18380/ The comparative forecast performance of univariate and multivariate model: an application to time series forecasting Sallehuddin, Roselina Shamsuddin, Siti Mariyam Mohd. Hashim, Siti Zaiton QA75 Electronic computers. Computer science Time series forecasting is a major challenge in many real world applications such as stock price analysis, electricity prices, natural rubber prices and flood forecasting. This type of forecasting is to predict the values of a continuous variable (called as response variable or output variable) with a forecasting model based on historical data. There are two types of time series forecasting modeling methods; univariate and multivariate. 2009 Thesis PeerReviewed Sallehuddin, Roselina and Shamsuddin, Siti Mariyam and Mohd. Hashim, Siti Zaiton (2009) The comparative forecast performance of univariate and multivariate model: an application to time series forecasting. Masters thesis, Universiti Teknologi Malaysia, Faculty of Computer Science and Information System. |
| spellingShingle | QA75 Electronic computers. Computer science Sallehuddin, Roselina Shamsuddin, Siti Mariyam Mohd. Hashim, Siti Zaiton The comparative forecast performance of univariate and multivariate model: an application to time series forecasting |
| title | The comparative forecast performance of univariate and multivariate model: an application to time series forecasting |
| title_full | The comparative forecast performance of univariate and multivariate model: an application to time series forecasting |
| title_fullStr | The comparative forecast performance of univariate and multivariate model: an application to time series forecasting |
| title_full_unstemmed | The comparative forecast performance of univariate and multivariate model: an application to time series forecasting |
| title_short | The comparative forecast performance of univariate and multivariate model: an application to time series forecasting |
| title_sort | comparative forecast performance of univariate and multivariate model an application to time series forecasting |
| topic | QA75 Electronic computers. Computer science |
| url-record | http://eprints.utm.my/18380/ |
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