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The comparative forecast performance of univariate and multivariate model: an application to time series forecasting

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.

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Abstract

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.

Item Type:Thesis (Masters)
Additional Information:Thesis (Sarjana Sains (Teknologi Maklumat - Pengurusan)) - Universiti Teknologi Malaysia, 2009S; upervisor : Prof Madya Wardah Zainal Abidin
Subjects:Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Divisions:Computer Science and Information System (Formerly known)
ID Code:18380
Deposited By: Kamariah Mohamed Jong
Deposited On:07 Aug 2012 01:03
Last Modified:07 Aug 2012 02:05

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