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Please use this identifier to cite or link to this item:
http://krishi.icar.gov.in/jspui/handle/123456789/72361
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pankaj Das | en_US |
dc.contributor.author | Girish Kumar Jha | en_US |
dc.contributor.author | Achal Lama | en_US |
dc.date.accessioned | 2022-05-23T09:50:02Z | - |
dc.date.available | 2022-05-23T09:50:02Z | - |
dc.date.issued | 2022-05-10 | - |
dc.identifier.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 | en_US |
dc.identifier.issn | 0019-6363 | - |
dc.identifier.uri | http://krishi.icar.gov.in/jspui/handle/123456789/72361 | - |
dc.description | Not Available | en_US |
dc.description.abstract | 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 | en_US |
dc.description.sponsorship | Not Available | en_US |
dc.language.iso | English | en_US |
dc.publisher | Indian Society of Agricultural Statistics | en_US |
dc.relation.ispartofseries | Not Available; | - |
dc.subject | Cointegration | en_US |
dc.subject | ECM | en_US |
dc.subject | TDNN | en_US |
dc.subject | Hybrid model | en_US |
dc.subject | ECT | en_US |
dc.subject | Machine Learning | en_US |
dc.subject | ANN | en_US |
dc.title | An Improved Cointegration based Time Delay Neural Network Model for Price Forecasting | en_US |
dc.title.alternative | Not Available | en_US |
dc.type | Research Paper | en_US |
dc.publication.projectcode | Not Available | en_US |
dc.publication.journalname | Journal of Indian Society of Agricultural Statistics | en_US |
dc.publication.volumeno | 75(3) | en_US |
dc.publication.pagenumber | 187-192 | en_US |
dc.publication.divisionUnit | Not Available | en_US |
dc.publication.sourceUrl | http://isas.org.in/ | en_US |
dc.publication.authorAffiliation | ICAR::Indian Agricultural Statistics Research Institute | en_US |
dc.publication.authorAffiliation | ICAR::Indian Agricultural Research Institute | en_US |
dc.ICARdataUseLicence | http://krishi.icar.gov.in/PDF/ICAR_Data_Use_Licence.pdf | en_US |
dc.publication.journaltype | Research Paper | en_US |
dc.publication.naasrating | 5.51 | en_US |
Appears in Collections: | AEdu-IASRI-Publication |
Files in This Item:
File | Description | Size | Format | |
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An improved cointegration based TDNN model for price forecasting.pdf | 438 kB | Adobe PDF | View/Open |
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