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: | , , |
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Format: | Thesis |
Published: |
2009
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Subjects: | |
Online Access: | http://eprints.utm.my/id/eprint/18380/ |
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