6 articles for “Forecast Errors”

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Research ArticleOpen accessIn the keywordsEfficiency and Forecast Performance of Commodity Futures MarketsBernardina Algieri, Matthias KalkuhlThe present study empirically investigates market efficiency and the potential factors of inefficiency in the main non-energy commodity futures markets: maize, soybeans and wheat. With efficient markets, futures prices can be used as commodity price forecasts, with inefficient markets futures prices are not able to predict spot prices. Technically, exploring the drivers of inefficiency means to assess the determinants of … …American Journal of Economics and Business Administration, Vol. 11, Issue 1 · 10 Jun 2019 · 8,375 accessesView PDF Cite

Research ArticleOpen accessIn the keywordsModeling the Error Term by Moving Average and Generalized Autoregressive Conditional Heteroscedasticity ProcessesAyodele Abraham Agboluaje, Suzilah bt Ismail, Chee Yin YipThis study has been able to reveal that the Combine White Noise model outperforms the existing Generalized Autoregressive Conditional Heteroscedasticity (GARCH) and Moving Average (MA) models in modeling the errors, that exhibits conditional heteroscedasticity and leverage effect. MA process cannot model the data that reveals conditional heteroscedasticity and GARCH cannot model the leverage effect also. The standardized residuals of GARCH … …American Journal of Applied Sciences, Vol. 12, Issue 11 · 20 Nov 2015 · 6,721 accessesView PDF Cite

Research ArticleOpen accessIn the abstractSmart Weather Data Management System for Sustainable Agriculture in Maharashtra Using Machine LearningAishwarya V. Kadu, Kuraparthi Tirumala V. ReddyAgriculture will benefit greatly from efficient weather data sustainable management. Data can be utilized to schedule the prediction yield, crop growth, and irrigation. This paper collects real-time meteorological station data via APIs, primarily focusing on the weather data sustainable management system and data related to Maharashtra Wardha, India, which is involved in a live series period. Agriculture can make potential … …Journal of Computer Science, Vol. 21, Issue 7 · 7 Jul 2025 · 3,507 accessesView PDF Cite

Research ArticleOpen accessIn the abstractForecasting the Diffuse Solar Radiation by using a New Modeling over Saudi ArabiaSamy A. KhalilWithin the arranging and execution assessment of solar energy projects, particularly within the planning and estimation of solar photovoltaic sources as elective energy sources within the future, exact evaluation of Diffuse Solar Radiation (DSR) is one of the essential and basic issues. The target of this article is to use the new model to predict DSR in four different locations … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 5 May 2021 · 7,352 accessesView PDF Cite

Research ArticleOpen accessIn the abstractBuilding Energy Modeling Using Artificial Neural NetworksMaya Arida, Nabil Nassif, Rand Talib, Taher Abu-LebdehAccurate modeling of total building energy is now vital to reduce energy consumption. This is especially true for buildings since they are considered as the largest energy consumer in the United States. This paper investigates modeling methods for building energy-systems using non-linear auto-regression artificial neural networks. The proposed model can forecast the whole building energy consumptions given the four input … …Energy Research Journal, Vol. 7, Issue 2 · 6 Jun 2017 · 7,125 accessesView PDF Cite

Research ArticleOpen accessIn the abstractModelling the Error Term of Australia Gross Domestic ProductAyodele Abraham Agboluaje, Suzilah Ismail, Chee Yin YipThe main aim of this study is to model the Gross Domestic Product (GDP) with the new Combine White Noise (CWN) Model and compare the results with the Vector Autoregressive (VAR) Model and Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) Model which are the existing models. The CWN model estimation yields best results with least information criteria and high log likelihood … …Journal of Mathematics and Statistics, Vol. 12, Issue 4 · 2 Nov 2016 · 6,930 accessesView PDF Cite