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Please use this identifier to cite or link to this item: http://purl.umn.edu/90646

Title: Forecasting Hog Prices with a Neural Network
Authors: Hamm, Lonnie
Brorsen, B. Wade
Keywords: Forecasting
Hog prices
Neural networks
ARIMA
Econometric
Issue Date: 1997
Abstract: Neural network models were compared to traditional forecasting methods in forecasting the quarterly and monthly farm price of hogs. A quarterly neural network model forecasted poorly in comparison to a quarterly econometric model. A monthly neural network model outperformed a monthly ARIMA model with respect to the mean square error criterion and performed similarly to the ARIMA model with respect to turning point accuracy. The more positive results of the monthly neural network model in comparison to the quarterly neural network model may be due to nonlinearities in the monthly data which are not in the quarterly data.
URI: http://purl.umn.edu/90646
Identifiers: 0738-8950
Institution/Association: Journal of Agribusiness>Volume 15, Number 1, Spring 1997
Total Pages: 18
From Page: 37
To Page: 54
Collections:Volume 15, Number 1, Spring 1997

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