A Hybrid of Box-Jenkins ARIMA Model and Neural Networks for Forecasting South African Crude Oil Prices

The current study aims to model the South African crude oil prices using the hybrid of Box-Jenkins autoregressive integrated moving average (ARIMA) and Neural Networks (NNs). This study introduces a hybrid approach to forecasting methods aimed at resolving the issues of lack of precision in forecast...

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Үндсэн зохиолчид:	Johannes Tshepiso Tsoku, Daniel Metsileng, Tshegofatso Botlhoko
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	MDPI AG 2024-11-01
Цуврал:	International Journal of Financial Studies
Нөхцлүүд:	ANN-based ELM ARIMA model crude oil price forecasting GRNN hybrid models
Онлайн хандалт:	https://www.mdpi.com/2227-7072/12/4/118
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!