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4.7 An informative ranking scheme for China crop yield 109<br />

4.8 An Informative ranking scheme for Composite Index 110<br />

4.9 An Informative Ranking Scheme for TEE 112<br />

4.10 Generated rules for crop yield 122<br />

4.11 Generated Rules for KLSE Closing Price 123<br />

4.12 Generated rules for Composite Index Close Price 124<br />

4.13 Generated rules for TEE of Natural Rubber Products 125<br />

5.1 Components of the proposed hybrid model 137<br />

5.2 Convergence of training error for KLSE closing price 140<br />

5.3 Forecasted KLSE closing price 141<br />

5.4(a) Plot of KLSE closing price residual 144<br />

5.4(b) ACF plot for residual of KLSE closing price 145<br />

5.4(c) Residual plot of KLSE closing price 145<br />

(after first differencing)<br />

5.4(d) ACF plot for KLSE closing price residual 146<br />

(First differencing)<br />

5.4(e) PACF plot for KLSE closing price residual 146<br />

(First differencing)<br />

5.4(f) ACF Plot and Ljung-Box test for ARIMA (0, 1, 3) 148<br />

5.4(g) Normal plot for ARIMA (0, 1, 3) 148<br />

5.4(h) Histogram plot for ARIMA (0, 1, 3) 149<br />

5.5 Comparative performance between GRANN_<br />

ARIMA and the individual model<br />

158<br />

5.6 Comparative performance between GRANN_<br />

ARIMA and ARIMA_ANN<br />

162<br />

5.7 Comparative performance between GRANN_ARIMA<br />

with MR and MARIMA<br />

166<br />

5.8(a) Comparison of the forecasting values for Crop yield 179<br />

5.8(b) Comparison of forecasting values for KLSE<br />

closing price<br />

180<br />

5.8(c) Comparison of forecasting values for Composite Index 182<br />

x<strong>v<strong>ii</strong></strong>

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