Comparison between hybrid quantile regression neural network and autoregressive integrated moving average with exogenous variable for forecasting of currency inflow and outflow in bank Indonesia
Some problems arise in time series analysis are nonlinearity and heteroscedasticity. Methods that can be used to analyze such problems are neural network and quantile regression. There are a lot of studies and developments on both methods, but the study that focuses on the performances of combinatio...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit UTM Press
2018
|
| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/85645/1/MuhammadHisyamLee2018_ComparisonBetweenHybridQuantileRegression.pdf http://eprints.utm.my/id/eprint/85645/ http://dx.doi.org/10.11113/jt.v80.11785 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|