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

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

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 foreca...

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Bibliographic Details
Main Authors: Hashim, U.R (Author), Kanchymalay, K. (Author), Krishnan, R. (Author), Salim, N. (Author), Sukprasert, A. (Author)
Format: Article
Language:English
Published: Institute of Physics Publishing 2017
Subjects:
Artificial intelligence
Costs
Crude oil
Errors
Exponential smoothing
Finance
Learning algorithms
Learning systems
Machine learning techniques
Mean square error
Multi layer perceptron
Multi-layer perception
Multivariate time series
Oil shale
Olive oil
Optimization
Palm oil
Root mean square errors
Sequential minimal optimization algorithms
Soybean oil
Sunflower oil
Support vector regression (SVR)
Vegetable oils
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