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Modeling the monthly production of banana using the box and Jenkins analysis / Imee Celine Robles Manching.

By: Material type: TextTextLanguage: English Publication details: 2011Description: 53 leavesSubject(s): Dissertation note: Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2011 Abstract: This study was done to determine the trend of banana of two classes namely, Class A and Class B, using the Box and Jenkins methodology. The monthly production of bananas in boxes was used to analyze the series. The time series data covers the production from January 2005 to December 2010, where the production in the year 2010 was compared to the predicted values for accuracy. The method used ARIMA to model for and forecast the banana production foe each of the two classes. The identified models for Class A and Class B bananas were MA (12) and ARIMA (1,6,2) respectively, and was identified to be well fitted to the series showed by some statistical tests. Anderson-Darling test was used to check the normality of the residuals and Ljung-box test for the independence. However, results showed that the models were unable to give accurate forecasts since both models yield large values for MSE and MAPE, which were used to measure the accuracy of the forecasts. Class A series resulted to MSE with 17,502,3223 while MAPE resulted to 29.03%, Class B, on the other hand, resulted to 235,359.8 for MSE and 26.83% for MAPE. It was concluded that the number of adta points was not able to represent well the production series which led to the large errors in the forecasts.
List(s) this item appears in: BS Applied Mathematics
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Thesis Thesis University Library Theses Room-Use Only LG 993.5 2011 A64 M36 (Browse shelf(Opens below)) Not For Loan 3UPML00012783
Thesis Thesis University Library Archives and Records Preservation Copy LG 993.5 2011 A64 M36 (Browse shelf(Opens below)) Not For Loan 3UPML00033548

Thesis (BS Applied Mathematics) -- University of the Philippines Mindanao, 2011

This study was done to determine the trend of banana of two classes namely, Class A and Class B, using the Box and Jenkins methodology. The monthly production of bananas in boxes was used to analyze the series. The time series data covers the production from January 2005 to December 2010, where the production in the year 2010 was compared to the predicted values for accuracy. The method used ARIMA to model for and forecast the banana production foe each of the two classes. The identified models for Class A and Class B bananas were MA (12) and ARIMA (1,6,2) respectively, and was identified to be well fitted to the series showed by some statistical tests. Anderson-Darling test was used to check the normality of the residuals and Ljung-box test for the independence. However, results showed that the models were unable to give accurate forecasts since both models yield large values for MSE and MAPE, which were used to measure the accuracy of the forecasts. Class A series resulted to MSE with 17,502,3223 while MAPE resulted to 29.03%, Class B, on the other hand, resulted to 235,359.8 for MSE and 26.83% for MAPE. It was concluded that the number of adta points was not able to represent well the production series which led to the large errors in the forecasts.

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