Hacen Kahoui

Work place: Department of Economics, The University Center in Maghnia, Algeria

E-mail: hacenkahwi@gmail.com


Research Interests: Data Structures and Algorithms, Decision Support System, Software Creation and Management


Hacen Kahoui is currently preparing PHD in the management and economics from the University Center in Maghnia, His research interests include decision making, goal programming, fuzzy sets, decision making, operation and production management, and Econometrics

Author Articles
Forecasting Natural Gas Prices Using Nonlinear Autoregressive Neural Network

By Abdelkader Sahed Mohammed Mekidiche Hacen Kahoui

DOI: https://doi.org/10.5815/ijmsc.2020.05.04, Pub. Date: 8 Oct. 2020

When forecasting time series, It was found that simple linear time series models usually leave facets of economic and financial unknown in the forecasting time series due to linearity behavior, which remains the focus of empirical and applied study. The study suggested the Nonlinear Autoregressive Neural Network model and a comparison was made using the ARIMA model for forecasting natural gas prices, as obtained from the analysis, NAR models were better than the completed ARIMA model, measured against three performance indicators. The decision criterion for the selection of the best suited model depends on MSE, RMSE and R2. From the results of the criterion it has found that both the models are providing almost closed results but NAR is the best suited model for the forecasting of natural gas prices.

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