Research review on time series forecasting of gold price movement
This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best me...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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International Journal of Multidisciplinary Research and Development
2018
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| Online Access: | http://eprints.uthm.edu.my/5736/1/AJ%202018%20%28333%29.pdf |
| _version_ | 1825710070508290048 |
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| author | Goh, Wesley Yi Yong Sufahani, Suliadi Firdaus |
| author_facet | Goh, Wesley Yi Yong Sufahani, Suliadi Firdaus |
| author_sort | Goh, Wesley Yi Yong |
| collection | UTHM |
| description | This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best method to deal with time series forecasting as the application of different time series forecasting methods has their own requirements and restrictions. In determining the movement of gold price, there are a lot of different methods being implemented by various authors to propose their models. Various time series forecasting method have been discussed in this paper which consists of several journal articles that related to gold price and some of the data mining techniques in time series forecasting retrieved from Google Scholar in this review. |
| first_indexed | 2024-03-05T21:52:02Z |
| format | Article |
| id | uthm.eprints-5736 |
| institution | Universiti Tun Hussein Onn Malaysia |
| language | English |
| last_indexed | 2024-03-05T21:52:02Z |
| publishDate | 2018 |
| publisher | International Journal of Multidisciplinary Research and Development |
| record_format | dspace |
| spelling | uthm.eprints-57362022-01-23T02:54:28Z http://eprints.uthm.edu.my/5736/ Research review on time series forecasting of gold price movement Goh, Wesley Yi Yong Sufahani, Suliadi Firdaus HG4501-6051 Investment, capital formation, speculation This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best method to deal with time series forecasting as the application of different time series forecasting methods has their own requirements and restrictions. In determining the movement of gold price, there are a lot of different methods being implemented by various authors to propose their models. Various time series forecasting method have been discussed in this paper which consists of several journal articles that related to gold price and some of the data mining techniques in time series forecasting retrieved from Google Scholar in this review. International Journal of Multidisciplinary Research and Development 2018 Article PeerReviewed text en http://eprints.uthm.edu.my/5736/1/AJ%202018%20%28333%29.pdf Goh, Wesley Yi Yong and Sufahani, Suliadi Firdaus (2018) Research review on time series forecasting of gold price movement. International Journal of Multidisciplinary Research and Development, 5 (5). pp. 44-49. ISSN 2349-5977 |
| spellingShingle | HG4501-6051 Investment, capital formation, speculation Goh, Wesley Yi Yong Sufahani, Suliadi Firdaus Research review on time series forecasting of gold price movement |
| title | Research review on time series forecasting of gold price movement |
| title_full | Research review on time series forecasting of gold price movement |
| title_fullStr | Research review on time series forecasting of gold price movement |
| title_full_unstemmed | Research review on time series forecasting of gold price movement |
| title_short | Research review on time series forecasting of gold price movement |
| title_sort | research review on time series forecasting of gold price movement |
| topic | HG4501-6051 Investment, capital formation, speculation |
| url | http://eprints.uthm.edu.my/5736/1/AJ%202018%20%28333%29.pdf |
| work_keys_str_mv | AT gohwesleyyiyong researchreviewontimeseriesforecastingofgoldpricemovement AT sufahanisuliadifirdaus researchreviewontimeseriesforecastingofgoldpricemovement |