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...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
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| التنسيق: | أطروحة |
| منشور في: |
2009
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| الموضوعات: | |
| الوسوم: |
إضافة وسم
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| الملخص: | 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. |
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