Comparison between hybrid quantile regression neural network and autoregressive integrated moving average with exogenous variable for forecasting of currency inflow and outflow in bank Indonesia

Some problems arise in time series analysis are nonlinearity and heteroscedasticity. Methods that can be used to analyze such problems are neural network and quantile regression. There are a lot of studies and developments on both methods, but the study that focuses on the performances of combinatio...

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Bibliographic Details
Main Authors: Prastyo, Dedy Dwi, Suhartono, Suhartono, Puka, Agnes Ona Bliti, Lee, Muhammad Hisyam
Format: Article
Language:English
Published: Penerbit UTM Press 2018
Subjects:
Online Access:http://eprints.utm.my/id/eprint/85645/1/MuhammadHisyamLee2018_ComparisonBetweenHybridQuantileRegression.pdf
http://eprints.utm.my/id/eprint/85645/
http://dx.doi.org/10.11113/jt.v80.11785
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