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On Some Aspects of Forecasting Methods: A Comparative Performance of Advanced Forecasting Models - Tapa blanda

Balasubramanyam, P.; Venkataramanaiah, M.; Pagadala, Balasiddamuni

 
9783659389696: On Some Aspects of Forecasting Methods: A Comparative Performance of Advanced Forecasting Models
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ISBN 10: 3659389692 ISBN 13: 9783659389696
Editorial: LAP LAMBERT Academic Publishing, 2013

Sinopsis

Forecasting is an important aid in effective and efficient planning. It is a current topic of growing important in business and economic analysis. It is an attempt is predict the future by examining the past. It consists of generating unbiased estimates of future magnitude of some variable, on the basis of past and present knowledge and experience. The present work of the reasearch is focused on development of some forecasting methods with special reference to Auto Regressive Integrated Moving Average (ARIMA) and Artificial Neural Network (ANN) methods along with residual measures. The empirical study is analyzed based on residual measures like MSE, RMSE and MAPE. It is shown that ANN out performs ARIMA in Forecasting stock market indices.

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Reseña del editor

Forecasting is an important aid in effective and efficient planning. It is a current topic of growing important in business and economic analysis. It is an attempt is predict the future by examining the past. It consists of generating unbiased estimates of future magnitude of some variable, on the basis of past and present knowledge and experience. The present work of the reasearch is focused on development of some forecasting methods with special reference to Auto Regressive Integrated Moving Average (ARIMA) and Artificial Neural Network (ANN) methods along with residual measures. The empirical study is analyzed based on residual measures like MSE, RMSE and MAPE. It is shown that ANN out performs ARIMA in Forecasting stock market indices.

Biografía del autor

He is Working as a Senior Statistical Consultant in DUPONT INDIA LTD.He Posses the Degree of M.Sc.,M.Phil.,&Ph.D.,from S.V. University, Tirupati, He Started his career as an academician & thought at graduate & post graduate levels.He published several papers and delivered lectures in National/International/ Journals/ seminars/ conferences.

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Editorial
LAP LAMBERT Academic Publishing
Año de publicación
2013
Idioma
Inglés
ISBN 10 
3659389692
ISBN 13 
9783659389696
Encuadernación
Tapa blanda
Número de páginas
212
Contacto del fabricante
no disponible
Persona responsable
no disponible