Multivariate Time Series Forecasting Of Crude Palm Oil Price Using Machine Learning Techniques

• Main Authors: Hashim, Ummi Rabaah, Kanchymalay, kasturi, Salim, Naomie, Sukprasert, Anupong, Krishnan, Ramesh
• Format: Article
• Language: English
• Published: IOP Publishing 2017
• Subjects: T Technology (General); TP Chemical technology
• Online Access: http://eprints.utem.edu.my/id/eprint/21604/2/2.3%20JOURNAL%20CO-AUTHOR%20IOP.pdf; http://eprints.utem.edu.my/id/eprint/21604/; http://iopscience.iop.org/article/10.1088/1757-899X/226/1/012117/pdf

The aim of this paper was to study the correlation between crude palm oil (CPO) price,selected vegetable oil prices (such as soybean oil,coconut oil,and olive oil, rapeseed oil and sunflower oil),crude oil and the monthly exchange rate.Comparative analysis was then performed on CPO price forecasting...