Research review on time series forecasting of gold price movement

Goh, Wesley Yi Yong and Sufahani, Suliadi Firdaus (2018) Research review on time series forecasting of gold price movement. International Journal of Multidisciplinary Research and Development, 5 (5). pp. 44-49. ISSN 2349-5977

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Abstract

This paper propose different techniques used in forecasting on time series analysis. Various techniques had been used in the field of time series forecasting from the traditional Box-Jenkins approach to the most popular neural network technique nowadays. However, there is no specifically the best method to deal with time series forecasting as the application of different time series forecasting methods has their own requirements and restrictions. In determining the movement of gold price, there are a lot of different methods being implemented by various authors to propose their models. Various time series forecasting method have been discussed in this paper which consists of several journal articles that related to gold price and some of the data mining techniques in time series forecasting retrieved from Google Scholar in this review.

Item Type:	Article
Uncontrolled Keywords:	Time series; box-jenkins; forecasting; gold price
Subjects:	H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
Divisions:	Faculty of Applied Science and Technology > Department of Mathematics and Statistics
Depositing User:	UiTM Student Praktikal
Date Deposited:	23 Jan 2022 02:54
Last Modified:	23 Jan 2022 02:54
URI:	http://eprints.uthm.edu.my/id/eprint/5736

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