vii TABLE OF CONTENTS CHAPTER TITLE PAGE DECLARATION ii ...

and Non Linear Model in Proposed Hybrid Model
2.7.1 ARIMA as Linear Model 61
2.7.2 BPNN as Nonlinear Model 62
2.7.2.1 BP Learning Algorithm 64
2.8 Summary 66
3 RESEARCH METHODOLOGY 68
3.1 Introduction 68
3.2 Operational Framework 71
3.3 Problem Definition 72
3.4 Proposed Cooperative Feature Selection (CFS) 72
3.5 Proposed Hybrid GRANN_ARIMA Model 73
3.5.1 Development of Forecasting Model 73
3.5.1.1 Development of BPNN Model 73
3.5.1.2 Development of ARIMA Model 77
3.5.2 Integration of Forecasting Values 80
3.6 Proposed Hybrid GBPSO_ARIMA Model 82
3.7 Model Evaluation 82
3.7.1 Quantitative Error Measurement 82
3.7.2 Comparative Model Performance 84
3.7.3 Hypothesis Testing 84
3.7.4 Stability and Adaptability Analysis 84
3.7.5 Diagnostic Test: Ljung Box Test 85
3.8 Experimental Design 85
3.8.1 SAMPLE DATA SET 1: China Crop Yield 86
3.8.2 SAMPLE DATA SET 2: KLSE Closing Price 87
3.8.3 SAMPLE DATA SET 3: Composite Index 89
3.8.4 SAMPLE DATA SET 4: TEE of Natural Rubber
Products
90
3.9 Summary 92
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