KRISHI
ICAR RESEARCH DATA REPOSITORY FOR KNOWLEDGE MANAGEMENT
(An Institutional Publication and Data Inventory Repository)
"Not Available": Please do not remove the default option "Not Available" for the fields where metadata information is not available
"1001-01-01": Date not available or not applicable for filling metadata infromation
"1001-01-01": Date not available or not applicable for filling metadata infromation
Please use this identifier to cite or link to this item:
http://krishi.icar.gov.in/jspui/handle/123456789/72361| Title: | An Improved Cointegration based Time Delay Neural Network Model for Price Forecasting |
| Other Titles: | Not Available |
| Authors: | Pankaj Das Girish Kumar Jha Achal Lama |
| ICAR Data Use Licennce: | http://krishi.icar.gov.in/PDF/ICAR_Data_Use_Licence.pdf |
| Author's Affiliated institute: | ICAR::Indian Agricultural Statistics Research Institute ICAR::Indian Agricultural Research Institute |
| Published/ Complete Date: | 2022-05-10 |
| Project Code: | Not Available |
| Keywords: | Cointegration ECM TDNN Hybrid model ECT Machine Learning ANN |
| Publisher: | Indian Society of Agricultural Statistics |
| Citation: | Pankaj Das, Girish Kumar Jha and Achal Lama (2021). An Improved Cointegration based Time Delay Neural Network Model for Price Forecasting, Journal of the Indian Society of Agricultural Statistics, 75(3), 187–192 |
| Series/Report no.: | Not Available; |
| Abstract/Description: | Cointegration among the prices of different commodities plays a pivotal role in the price decision mechanism. In this study, we have attempted to improve the existing time delay neural network (TDNN) by incorporating the error correction term (ECT) as an auxiliary information in the model. The R package “ECTTDNN” has been developed for carrying out the analysis using the proposed model. The empirical study using monthly wholesale price indices of fruit and crude oil for the period January 2005 to November 2020, clearly demonstrated the superiority in terms of forecasting ability of the proposed hybrid model as compared to the usual TDNN model. This study adds to the rich literature of hybrid models and can be used for other cointegrated agricultural price series |
| Description: | Not Available |
| ISSN: | 0019-6363 |
| Type(s) of content: | Research Paper |
| Sponsors: | Not Available |
| Language: | English |
| Name of Journal: | Journal of Indian Society of Agricultural Statistics |
| Journal Type: | Research Paper |
| NAAS Rating: | 5.51 |
| Volume No.: | 75(3) |
| Page Number: | 187-192 |
| Name of the Division/Regional Station: | Not Available |
| Source, DOI or any other URL: | http://isas.org.in/ |
| URI: | http://krishi.icar.gov.in/jspui/handle/123456789/72361 |
| Appears in Collections: | AEdu-IASRI-Publication |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| An improved cointegration based TDNN model for price forecasting.pdf | 438 kB | Adobe PDF | View/Open |
Items in KRISHI are protected by copyright, with all rights reserved, unless otherwise indicated.