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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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Main Authors: Sallehuddin, Roselina, Shamsuddin, Siti Mariyam, Mohd. Hashim, Siti Zaiton
Format: Thesis
Published: 2009
Subjects:
QA75 Electronic computers. Computer science
Online Access:http://eprints.utm.my/id/eprint/18380/
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id my.utm.18380
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spelling my.utm.183802012-08-07T02:05:52Z http://eprints.utm.my/id/eprint/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.
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic QA75 Electronic computers. Computer science
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
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
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
title 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_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_sort comparative forecast performance of univariate and multivariate model: an application to time series forecasting
publishDate 2009
url http://eprints.utm.my/id/eprint/18380/
_version_ 1643646881709948928
score 13.244745

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