A Comparison of Time Series Predictors

Resumen

Time series data prediction is a major area of research today. The number of people investing in Commodity market is substantial. There is a lot of public interest in knowing in advance the prices of precious commodities. Several statistical methods have been developed towards precise prediction of commodity prices, especially precious metals such as Gold. This paper studies some of the latest methodologies for time series data prediction with the case study of Gold Price data.