The incremental benefits of the nearest neighbor forecast of U.S. energy commodity prices /

This thesis compares the simple Autoregressive (AR) model against the k- Nearest Neighbor (k-NN) model to make a point forecast of five energy commodity prices. Those commodities are natural gas, heating oil, gasoline, ethanol, and crude oil. The data for the commodities are monthly and, for each co...

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Bibliographic Details

Main Author:	Kudoyan, Olga
Other Authors:	Richardson, James W. (Thesis advisor), Bryant, Henry L. (Thesis advisor)
Format:	Thesis eBook
Language:	English
Published:	[College Station, Tex.] : [Texas A&M University], [2012]
Subjects:	Major agricultural economics. Autoregression k-Nearest Neighbor Regression One-step-ahead forecast Two-step-ahead forecast Forecast
Online Access:	Link to OAK Trust copy