Universiti Teknologi Malaysia Institutional Repository

A hybrid group method of data handling with discrete wavelet transform for GDP forecasting

Isa, Nadira Mohamed and Shabri, Ani (2013) A hybrid group method of data handling with discrete wavelet transform for GDP forecasting. In: International Conference on Mathematical Sciences and Statistics 2013, ICMSS 2013, 5 - 7 February 2013, Kuala Lumpur; Malaysia.

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Official URL: https://www.researchgate.net/publication/260829535...

Abstract

This study is proposed the application of hybridization model using Group Method of Data Handling (GMDH) and Discrete Wavelet Transform (DWT) in time series forecasting. The objective of this paper is to examine the flexibility of the hybridization GMDH in time series forecasting by using Gross Domestic Product (GDP). A time series data set is used in this study to demonstrate the effectiveness of the forecasting model. This data are utilized to forecast through an application aimed to handle real life time series. This experiment compares the performances of a hybrid model and a single model of Wavelet-Linear Regression (WR), Artificial Neural Network (ANN), and conventional GMDH. It is shown that the proposed model can provide a promising alternative technique in GDP forecasting.

Item Type:Conference or Workshop Item (Paper)
Uncontrolled Keywords:discrete, wavelet, transform, forecasting, group, method of data handling
Subjects:Q Science
Divisions:Science
ID Code:50858
Deposited By: Haliza Zainal
Deposited On:27 Jan 2016 09:53
Last Modified:13 Jun 2017 05:08

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