Detecting Structural Break In
Commodity Time Series Data

QR Code

Detecting Structural Break In Commodity Time Series Data

Structural break is an important issue in macroeconomic time series data. The aim of this dissertation is to examine the structural break and to determine the exact break date in the price of commodity data using monthly data. Perubahan struktur adalah isu penting dalam data siri makroekonomi. Tu...

Full description

Bibliographic Details
Main Author:	Jatarona , Nurul Najwa
Format:	Thesis
Language:	English
Published:	2010
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/29158/ http://eprints.usm.my/29158/1/Detecting_structure_break_in_commodity_tie_series_data.pdf

Similar Items

Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach
by: Rose, Farid Zamani Che
Published: (2023)

Outliers And Structural Breaks Detection In Autoregressive Model By Indicator Saturation Approach
by: Mohammad Nasir, Muhammad Azim
Published: (2020)

COMPARATIVE ANALYSIS ON TIME SERIES WITH INCLUDED STRUCTURAL BREAK
by: Vasant, Pandian
Published: (2009)

Modeling Malaysian Road Accidents: The Structural Time Series Approach
by: Junus, Noor Wahida Binti Md
Published: (2018)

COMPARATIVE ANALYSIS ON TIME SERIES WITH INCLUDED STRUCTURAL BREAK
by: Andreeski , Cvetko, et al.
Published: (2009)

An investigation into the recurring patterns of forex time series data
by: Yong, Yoke Leng *, et al.
Published: (2015)

MSG467 - Time Series Analysis
by: PPSM, Pusat Pengajian Sains Matematik
Published: (2022)

MSG467 - Time Series Analysis
by: PPSM, Pusat Pengajian Sains Matematik
Published: (2024)

MSG467 - Time Series Analysis
by: PPSM, Pusat Pengajian Sains Matematik
Published: (2024)

An alternative approach to characterize time series data: Case study on Malaysian rainfall data
by: Radhakrishnan, P., et al.
Published: (2006)

Time Series Forecasting of Energy Commodity using Grey Wolf Optimizer
by: Zuriani, Mustaffa, et al.
Published: (2015)

A Study Of Structure Breaks In Amman Stocks Market By Using Wavelet Transform.
by: Al Wadi, S., et al.
Published: (2009)

Improving Time Series Models Prediction Based On Empirical Mode Decomposition Using Stock Market Data
by: Hossain, Mohammad Raquibul
Published: (2021)

Preprocessing And Clustering Short Time-Series Microarray
by: Loh, Wei Ping
Published: (2008)

MSG467 - Time Series Analysis January 2019
by: PPSM, Pusat Pengajian Sains Matematik
Published: (2019)

Time series forecasting for tourism industry in Malaysia
by: Noratikah, Abu, et al.
Published: (2024)

Analysis of time series by re-sampling
by: Mohamed, B. I., et al.
Published: (2012)

Interminable Long Memory Model And Its Hybrid For Time Series Modeling
by: Alhaji, Jibrin Sanusi
Published: (2019)

MSG 367 - Time Series Analysis [Analisis Siri Masa] Jun 2016
by: PPSM, Pusat Pengajian Sains Matematik
Published: (2016)

MSG467 - Time Series Analysis (Analisis Siri Masa) -Disember 2019
by: PPSM, Pusat Pengajian Sains Matematik
Published: (2019)

Modeling and forecasting coconut oil prices using time series data analysis based on box-jenkins methodology
by: Suhaila, Bahrom, et al.
Published: (2024)

Time series data intelligent clustering algorithm for landslide displacement prediction
by: Han, Liu, et al.
Published: (2018)

Long-term relationship of crude palm oil commodity pricing under structural break
by: Ayojimi, Salami Monsurat, et al.
Published: (2018)

A Study Of Relationship Between Commodity Price And Stock Price Using Ms-Var And Ms-Vecm Models
by: Phoong, Seuk Wai
Published: (2015)

GARCH models and distributions comparison for nonlinear time series with volatilities
by: Nur Haizum, Abd Rahman, et al.
Published: (2023)

Activation functions performance in multilayer perceptron for time series forecasting
by: Nur Haizum, Abd Rahman, et al.
Published: (2024)

Hyperparameter tuning of deep neural network in time series forecasting
by: Xiang, Kelly Pang Li, et al.
Published: (2024)

Anomaly Detection in Time Series Data Using Spiking Neural Network
by: Bariah, Yusob, et al.
Published: (2018)

Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting
by: M. Jaber, Abobaker, et al.

Moment properties and quadratic estimating functions for integer-valued time series models
by: Mohamad, Nurul Najihah, et al.
Published: (2018)

Comparison of time series forecasting methods using neural networks and Box-Jenkins model.
by: Shabri, Ani
Published: (2001)

Parameter-driven count time series models / Nawwal Ahmad Bukhari
by: Nawwal , Ahmad Bukhari
Published: (2018)

Time arrival in series forecasting model for tourist National Park Kuala Tahan, Pahang
by: Megat Muhammad Afif, Megat Muainuddin
Published: (2021)

On the uniform convergence of Fourier Series
by: Rakhimov, Abdumalik
Published: (2016)

On the regularizations Fourier series of distributions
by: Rakhimov, Abdumalik A.
Published: (2011)

Error magnitude and directional accuracy for time series forecasting evaluation
by: Nor, Maria Elena
Published: (2014)

Optimising LSTM and BiLSTM models for time series forecasting through hyperparameter tuning
by: Nur Haizum, Abd Rahman, et al.
Published: (2025)

Outlier detection in cylindrical data / Nurul Hidayah Sadikon
by: Nurul Hidayah , Sadikon
Published: (2018)

Topological Data Analysis Via Unsupervised Machine Learning For Recognizing Atmospheric Rivers Conditions On Flood Detection
by: Obi, Ohanuba Felix
Published: (2022)

On the equiconvergence of the fourier series and integral of distributions
by: Rakhimov, Abdumalik A.
Published: (2015)