Now showing items 1-4 of 4

    • Deriving domain knowledge from unstructured information: A forecasting framework based on judgmental adjustment approach 

      Wendy Japutra Jap; Then, Patrick Hang Hui, Dr. (Universiti Malaysia Perlis (UniMAP)School of Mechatronic Engineering, 2012-02-27)
      The integration of quantitative and judgmental forecasting methods have been increasingly applied to give better performance to forecast. Judgmental adjustment is one instance of integrating both methods and it has been ...
    • Forecasting financial time series data base on wavelet transforms and ARIMA model 

      Sadam, Al Wadi; Mohd Tahir, Ismail; Samsul Ariffin, Addul Karim (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 2010-06-02)
      This article suggests a novel technique for forecasting the financial time series data based on Wavelet transforms and ARIMA model. The financial data are decomposed via Haar Wavelet transforms. Then, the future ...
    • Modelling and forecasting gold price return and its volatility 

      Izzah Nazatul Nazihah, Ejap; Nur Hamizah, Mohd Ariff; Nur Huda Athirah, Abdullah; Nurul Nisa’, Khairol Azmi (Institute of Engineering Mathematics, Universiti Malaysia Perlis, 2022-12)
      In the financial industry, forecasting gold price return and its volatility are crucial. Even tiny improvements in prediction performance can add up to a significant sum of money. One strategy for anticipating gold price ...
    • Time series modelling of Klang River flow 

      Galavi, Hadi; Shintan, Mahendran; Lee, Teang Shui (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 2010-06-02)
      Klang River is one of the main urban rivers in Malaysia, which passes through the capital of the country. Prediction of river flow constitutes one of the most important applications in hydrology and water resources management. ...