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http://krishi.icar.gov.in/jspui/handle/123456789/42937| Title: | Application of Genetic Algorithm for Fitting Self-Exciting Threshold Autoregressive Nonlinear Time-Series Model |
| Other Titles: | Not Available |
| Authors: | M. A. Iquebal Himadri Ghosh Prajneshu |
| 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 Institute of Pulses Research |
| Published/ Complete Date: | 2010 |
| Project Code: | Not Available |
| Keywords: | Akaike information criterion Genetic algorithm India’z annual lac export data Forecazting for hold-out data SETAR nonlinear time-zeriez model |
| Publisher: | Not Available |
| Citation: | Iquebal, M.A., Ghosh, Himadri, Prajneshu (2010). Application of Genetic Algorithm for Fitting Self-Exciting Threshold Autoregressive Nonlinear Time-Series Model, Journal of Indian Society of Agricultural Statistics,64(3), 291-298. |
| Series/Report no.: | Not Available; |
| Abstract/Description: | The Self-exciting threzhold autoregrezzive (SETAR) nonlinear time-zeriez model iz thoroughly ztudied. Thiz model iz capable of dezcribing cyclical data. The Genetic algorithm (GA), which iz a powerful ztochaztic zearch and optimization procedure motivated by the principlez of geneticz and natural zelection, iz employed for eztimation of parameterz of the model. Az an illuztration, India’z lac export annual data for the period 1901-2001 iz conzidered for building the model. Forecazting for hold-out data for the yearz 2002-’08 iz alzo carried out. Superiority of GA-methodology over Search algorithm procedure iz demonztrated for the data under conzideration. |
| Description: | Not Available |
| ISSN: | Not Available |
| Type(s) of content: | Article |
| Sponsors: | Not Available |
| Language: | English |
| Name of Journal: | Journal of Indian Society of Agricultural Statistics |
| NAAS Rating: | 5.51 |
| Volume No.: | 64(3) |
| Page Number: | 391-398 |
| Name of the Division/Regional Station: | Not Available |
| Source, DOI or any other URL: | Not Available |
| URI: | http://krishi.icar.gov.in/jspui/handle/123456789/42937 |
| Appears in Collections: | AEdu-IASRI-Publication |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Application of Genetic Algorithm for Fitting Self-Exciting Threshold Autoregressive Nonlinear Time-Series Model.pdf | 304.54 kB | Adobe PDF | View/Open |
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