A Comparative Study of Univariate and Multivariate Time Series Forecasting for CPO Prices Using Machine Learning Techniques.
Juz Nur Fatiha Deena Mohd FuadZaidah IbrahimNoor Latiffah AdamNorizan Mat DiahPublished in: IVIC (2023)
Keyphrases
- multivariate time series
- multivariate decision trees
- artificial neural networks
- multivariate data
- permutation tests
- long run
- market data
- comparative study
- neuro fuzzy
- decision trees
- multivariate gaussian distribution
- regression model
- statistical tests
- temporal patterns
- temporal data
- search engine
- dynamic pricing
- dependence structure
- point processes
- optimal pricing
- empirical bayes
- learning algorithm