Daily and monthly sugar price forecasting using the mixture of local expert models

Daily and monthly sugar price forecasting using the mixture of local expert models

This article concerns the application of the Mixture of Local Expert Models (MLEM) to predict the daily and monthly price of the Sugar No. 14 contract in the New York Board of Trade. This technique can be seen as a forecasting method that performs data exploratory analysis and mathematical modeling...

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Bibliographic Details
Main Authors: Brício de Melo, Armando Zeferino Milioni, Cairo Lucio Nascimento Júnior
Format: Article
Language:English
Published: Sociedade Brasileira de Pesquisa Operacional 2007-08-01
Series:Pesquisa Operacional
Subjects:
modelos da composição de especialistas locais
previsão de séries temporais
redes neurais
mixture of local expert models
forecasting time series
neural networks
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382007000200003

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http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382007000200003

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