Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Modeling and prediction of time-series of monthly copper prices
One of the main tasks to analyze and design a mining system is predicting the behavior exhibited by prices in the future. In this paper, the applications of different prediction methods are evaluated in econometrics and financial management fields, such as ARIMA, TGARCH, and stochastic differential equations, for the time-series of monthly copper prices. Moreover, the performance of these methods is investigated in predicting the time-series of monthly prices of copper during early 1987 till late 2014. This study shows that the mean of about thousand runs using the Stochastic Differential Equations (SDE) method for 33 out of range cases gives better forecasting results for copper price time-series in comparison to traditional linear or non-linear functional forms (such as ARIMA and TGARCH) to model the price movement.
Modeling and prediction of time-series of monthly copper prices
One of the main tasks to analyze and design a mining system is predicting the behavior exhibited by prices in the future. In this paper, the applications of different prediction methods are evaluated in econometrics and financial management fields, such as ARIMA, TGARCH, and stochastic differential equations, for the time-series of monthly copper prices. Moreover, the performance of these methods is investigated in predicting the time-series of monthly prices of copper during early 1987 till late 2014. This study shows that the mean of about thousand runs using the Stochastic Differential Equations (SDE) method for 33 out of range cases gives better forecasting results for copper price time-series in comparison to traditional linear or non-linear functional forms (such as ARIMA and TGARCH) to model the price movement.
Modeling and prediction of time-series of monthly copper prices
Aref Alipour (Autor:in) / Ali Asghar Khodayari (Autor:in) / Ahmad Jafari (Autor:in)
2019
Aufsatz (Zeitschrift)
Elektronische Ressource
Unbekannt
Metadata by DOAJ is licensed under CC BY-SA 1.0
Structural Time Series Modelling of Monthly River Flows: Revisited
| British Library Conference Proceedings | 1995
Monthly prices for forest products = Prix mensuels des produits forestiers
Katalog Agrar | Nr. 1.1979 - 24.1984; 1985 -1993[?]
| Springer Verlag | 2021
Representing Hourly Energy Prices in a Large-Scale Monthly Water System Model
| DOAJ | 2024