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

Sallehuddin, Roselina and Shamsuddin, Siti Mariyam and Mohd. Hashim, Siti Zaiton (2008) The comparative forecast performance of univariate and multivariate models: an application to time series forecasting. In: Recent Operations Research Modeling and Applications. Penerbit UTM, Johor, pp. 173-198. ISBN 978-983-52-0637-5

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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:Book Section
Uncontrolled Keywords:comparative forecast, univariate and multivariate forecast
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Computer Science and Information System (Formerly known)
ID Code:27807
Deposited By: Fazli Masari
Deposited On:10 Aug 2012 08:35
Last Modified:10 Aug 2012 08:35

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