Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN
نویسندگان
چکیده
The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD. Keywords—Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.
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