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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Bibliographic Details
Main Authors: Sallehuddin, Roselina, Shamsuddin, Siti Mariyam, Mohd. Hashim, Siti Zaiton
Format: Thesis
Published: 2009
Subjects:
Online Access:http://eprints.utm.my/id/eprint/18380/
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