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On Some Aspects of Forecasting Methods: A Comparative Performance of Advanced Forecasting Models - Couverture souple

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

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

Synopsis

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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Présentation de l'éditeur

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.

Biographie de l'auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2013
Langue
anglais
ISBN 10 
3659389692
ISBN 13 
9783659389696
Reliure
Broché
Nombre de pages
212
Coordonnées du fabricant
non disponible
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