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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my-utm-ep.183802012-08-07T02:05:52Z The comparative forecast performance of univariate and multivariate model: an application to time series forecasting 2009 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 http://eprints.utm.my/id/eprint/18380/ masters Universiti Teknologi Malaysia, Faculty of Computer Science and Information System Faculty of Computer Science and Information System |
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Universiti Teknologi Malaysia |
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UTM Institutional Repository |
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QA75 Electronic computers Computer science |
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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 |
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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 |
qualification_level |
Master's degree |
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 |
granting_institution |
Universiti Teknologi Malaysia, Faculty of Computer Science and Information System |
granting_department |
Faculty of Computer Science and Information System |
publishDate |
2009 |
_version_ |
1747815260780232704 |