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Measuring forecasting accuracy for exponential smoothing and ARIMA models: a case of forecasting monthly prices of Japanese sugi and hinoki logs
https://repository.ffpri.go.jp/records/2001876
https://repository.ffpri.go.jp/records/2001876e16375e6-d843-4d5b-99e6-9e42861cfc56
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BF17-1-3.pdf (1.3 MB)
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Item type | デフォルトアイテムタイプ(シンプル)_研究報告(1) | |||||||||||||||||||||
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Title | ||||||||||||||||||||||
Title | Measuring forecasting accuracy for exponential smoothing and ARIMA models: a case of forecasting monthly prices of Japanese sugi and hinoki logs | |||||||||||||||||||||
Title | ||||||||||||||||||||||
Title | 指数平滑法とARIMA 法予測の精度評価- スギとヒノキ丸太月次価格の予測を例に | |||||||||||||||||||||
Creator |
MICHINAKA, Tetsuya
× MICHINAKA, Tetsuya
× OKA, Hiroyasu
× KUBOYAMA, Hirofumi
× YAMAMOTO, Nobuyuki
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Rights Information | © 2018 森林総合研究所 | |||||||||||||||||||||
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Subject | price of logs, forecast errors, exponential smoothing, ARIMA models, seasonally adjusted naive method, cross validation 丸太価格, 予測精度, 指数平滑法, ARIMA法, 単純季節調整法, 交差検証 |
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Language | jpn | |||||||||||||||||||||
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Resource Type(Simple) | departmental bulletin paper | |||||||||||||||||||||
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Version Type | VoR | |||||||||||||||||||||
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Identifier Type | DOI | |||||||||||||||||||||
Relation Identifier | https://doi.org/10.20756/ffpri.17.1_43 | |||||||||||||||||||||
Bibliographic Information |
Volume Number 17, Issue Number 1, p. 43-61, Issue Date 2018-03 |