Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/88877
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dias, Joana | - |
dc.contributor.author | Rocha, Humberto | - |
dc.date.accessioned | 2020-02-17T22:47:01Z | - |
dc.date.available | 2020-02-17T22:47:01Z | - |
dc.date.issued | 2019 | - |
dc.identifier.isbn | 978-3-030-24301-2 | pt |
dc.identifier.uri | https://hdl.handle.net/10316/88877 | - |
dc.description.abstract | Being able to accurately forecast the evolution of wheat prices can be a valuable tool. Most of the published works apply classical forecasting models to wheat price time series, and they do not always perform out-of-sample testing. This work compares five modelling approaches for wheat price forecasts, using only past values of the time series. The models performance is assessed considering out-of-sample data only, by considering a sliding and growing time window that will define the data used to determine the models parameters, and the data used for out-of-sample forecasts. | pt |
dc.language.iso | eng | pt |
dc.publisher | Springer | pt |
dc.rights | openAccess | pt |
dc.subject | Agriculture | pt |
dc.subject | Machine learning | pt |
dc.subject | Price forecasting | pt |
dc.subject | Wheat | pt |
dc.title | Forecasting Wheat Prices Based on Past Behavior: Comparison of Different Modelling Approaches | pt |
dc.type | bookPart | - |
degois.publication.firstPage | 167 | pt |
degois.publication.lastPage | 182 | pt |
degois.publication.title | LNCS | pt |
dc.relation.publisherversion | https://link.springer.com/chapter/10.1007/978-3-030-24302-9_13#citeas | pt |
dc.peerreviewed | yes | pt |
dc.identifier.doi | 10.1007/978-3-030-24302-9_13 | pt |
degois.publication.volume | 11621 | pt |
dc.date.embargo | 2019-01-01 | * |
uc.date.periodoEmbargo | 0 | pt |
item.fulltext | Com Texto completo | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.grantfulltext | open | - |
item.languageiso639-1 | en | - |
item.openairetype | bookPart | - |
item.cerifentitytype | Publications | - |
crisitem.author.researchunit | INESC Coimbra – Institute for Systems Engineering and Computers at Coimbra | - |
crisitem.author.researchunit | CeBER – Centre for Business and Economics Research | - |
crisitem.author.researchunit | INESC Coimbra – Institute for Systems Engineering and Computers at Coimbra | - |
crisitem.author.researchunit | CeBER – Centre for Business and Economics Research | - |
crisitem.author.orcid | 0000-0003-2517-7905 | - |
crisitem.author.orcid | 0000-0002-5981-4469 | - |
Appears in Collections: | I&D CeBER - Livros e Capítulos de Livros |
Files in This Item:
File | Description | Size | Format | |
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ICCSA2019_3.pdf | Forecasting Wheat Prices Based on Past Behavior | 1.53 MB | Adobe PDF | View/Open |
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