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Original Articles

HYBRID GREY RELATIONAL ARTIFICIAL NEURAL NETWORK AND AUTO REGRESSIVE INTEGRATED MOVING AVERAGE MODEL FOR FORECASTING TIME-SERIES DATA

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Pages 443-486 | Published online: 28 Apr 2009

Figures & data

FIGURE 1 A conventional hybrid model.

FIGURE 1 A conventional hybrid model.

FIGURE 2 A proposed hybrid model.

FIGURE 2 A proposed hybrid model.

TABLE 1 Similarities and Differences Between a Conventional Model and a Proposed Hybrid Model

TABLE 2 Grain Crop Yield and Its Affecting Factors

TABLE 3 Fraction of Daily KLSE Closing Price with 14 Affecting Factors

FIGURE 3 Basic steps in GRA.

FIGURE 3 Basic steps in GRA.

FIGURE 4 Best input feature selected by GRA.

FIGURE 4 Best input feature selected by GRA.

TABLE 4 Affecting Factors for Grain Crop Yield Selected by GRA

TABLE 5 Affecting Factors for KLSE Close Price Selected by GRA

TABLE 6 Eight Steps in Developing ANN Model

TABLE 7 GRANN Structure

TABLE 8 Statistical Test for Grain Crop and KLSE Close Price

TABLE 9 Forecasting Values of GRANN Versus MR

FIGURE 5 Forecasting values for each model (crop yield).

FIGURE 5 Forecasting values for each model (crop yield).

FIGURE 6 Forecasting values for each model (KLSE close price).

FIGURE 6 Forecasting values for each model (KLSE close price).

TABLE 10 Results for the Hybrid I Model

TABLE 11 Results for the Proposed Hybrid II

TABLE 12 Comparison Performance of Hybrid I, Hybrid II, and the Conventional Hybrid Model

FIGURE 7 Comparison of Hybrid I and Hybrid II (crop yield).

FIGURE 7 Comparison of Hybrid I and Hybrid II (crop yield).

FIGURE 8 Comparison of Hybrid I and Hybrid II (KLSE close price).

FIGURE 8 Comparison of Hybrid I and Hybrid II (KLSE close price).

TABLE 13 Comparison of GRANN_ARIMA with MARMA and ARIMA

TABLE 14 Comparison of GRANN_ARIMA with Lavenberg Marquet (LVM)

TABLE 15 One Sample Test for Crop Yield

TABLE 16 One Sample Test for the KLSE Closing Price

TABLE 17 Statistics and Correlations for Crop Yield

TABLE 18 Paired t-Test for Crop Yield

TABLE 19 Statistics and Correlations for KLSE Closing Price

TABLE 20 Paired t-Test for the KLSE Closing Price

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