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Information Journal Paper

Title

FORECASTING IRAN'S SELECTED AGRICULTURAL PRODUCTS RETAIL PRICE USING NEURAL NETWORK AUTO-REGRESSIVE MODEL WITH EXOGENOUS INPUTS (NNARX)

Pages

  46-54

Abstract

 In this study, the Neural Network Auto-Regressive model with eXogenous inputs (NNARX) was used to forecast the three perspectives ahead of Iran's rice, poultry and egg retail price, and to compare its performance with ARLMA model as the most common linear FORECASTING method. In order to achieve this purpose, the weekly data collected from the Iran State Livestock Affairs Logistics and Country's Welfare Supermarket (related to the period 2002:3-2008:6), and performance evaluation measures such as; R2,MAD and RMSE were used. The results of models performance evaluation showed that the non-linear neural network-autoregressive NNARX model outperforms the linear ARIMA model for all three forecasts and agricultural products.

Cites

References

Cite

APA: Copy

FAHIMIFARD, S.M., KEYKHA, A.A., & SALARPOUR, MASHA ELAH. (2010). FORECASTING IRAN'S SELECTED AGRICULTURAL PRODUCTS RETAIL PRICE USING NEURAL NETWORK AUTO-REGRESSIVE MODEL WITH EXOGENOUS INPUTS (NNARX). JOURNAL OF ECONOMICS AND AGRICULTURE DEVELOPMENT, 23(2), 46-54. SID. https://sid.ir/paper/141994/en

Vancouver: Copy

FAHIMIFARD S.M., KEYKHA A.A., SALARPOUR MASHA ELAH. FORECASTING IRAN'S SELECTED AGRICULTURAL PRODUCTS RETAIL PRICE USING NEURAL NETWORK AUTO-REGRESSIVE MODEL WITH EXOGENOUS INPUTS (NNARX). JOURNAL OF ECONOMICS AND AGRICULTURE DEVELOPMENT[Internet]. 2010;23(2):46-54. Available from: https://sid.ir/paper/141994/en

IEEE: Copy

S.M. FAHIMIFARD, A.A. KEYKHA, and MASHA ELAH SALARPOUR, “FORECASTING IRAN'S SELECTED AGRICULTURAL PRODUCTS RETAIL PRICE USING NEURAL NETWORK AUTO-REGRESSIVE MODEL WITH EXOGENOUS INPUTS (NNARX),” JOURNAL OF ECONOMICS AND AGRICULTURE DEVELOPMENT, vol. 23, no. 2, pp. 46–54, 2010, [Online]. Available: https://sid.ir/paper/141994/en

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