/
/
/
Modelling and Forecasting Daily Rubber Smoked Sheet Prices

Modelling and Forecasting Daily Rubber Smoked Sheet Prices

Original Research ArticleNov 12, 2018Vol. 5 No. 1 (2005)

Abstract

This paper presents the comparison between transfer function method and neutral networks for predicting rubber smoked sheet prices. The two procedures are based on time series data extracted from 2001 to 2003. The accuracy of two forecasting models is evaluated using (1) root mean squared error: RMSE and (2) mean absolute percentage error: MAPE. The results indicate that the traditional statistical approach has a potential to forecast rubber smoked sheet prices compared to neural networks model. In addition, the future directions are also discussed in the paper.

Keywords:  Time series, Transfer function method, Neutral networks, Box and Jenkins method, Rubber smoked sheet (RSS3) prices, Back propagation

Corresponding author: E-mail: walailak_ut@yahoo.com , me_porntip@yahoo.com

How to Cite

Chatchaipun, P. ., & Atthirawong*, W. . (2018). Modelling and Forecasting Daily Rubber Smoked Sheet Prices. CURRENT APPLIED SCIENCE AND TECHNOLOGY, 315-320.

References

  • Bowerman, B.L. and O’ Commel, R.T. 1987. Time Series Forecasting. Boston, Duxbury Press.
  • Delurgio, S.A. 1998. Forecasting Principles and Applications. Singapore, McGraw-Hill.
  • Montgomery, D.C. and Johnson, L.A. 1977, Forecasting and Time Series Analysis. New York, John Wiley and Sons.
  • Makridakis, S., Wheelwright, S.C. and Hyndman, R.J. 1998. Forecasting Method and Applications. 3rd Edition, New York, John Wiley and Sons.
  • Supasiripinyo, S. 2000. An Analysis of Price Movement of Rubber Smoke Sheet Grade 3 of Thailand Master thesis, Ramkhamhaeng University.

Author Information

P. Chatchaipun

Department of Applied Statistics, Faculty of Science, King Mongkut’s Institute of Technology Ladkrabang, Bangkok, Thailand

W. Atthirawong*

Department of Applied Statistics, Faculty of Science, King Mongkut’s Institute of Technology Ladkrabang, Bangkok, Thailand

About this Article

Journal

Vol. 5 No. 1 (2005)

Type of Manuscript

Original Research Article

Keywords

Time series, Transfer function method, Neutral networks, Box and Jenkins method, Rubber smoked sheet (RSS3) prices, Back propagation

Published

12 November 2018