การพยากรณ์ราคายางแผ่นรมควันในประเทศไทย

Abstract

This independent study aims to forecast price of Ribbed Smoked Sheet No.3 in Thailand. Daily price from Rubber Authority of Thailand since 2011 to 2021 are used as raw data. A total of 2,618 values and divided into training and test sets. The training set involves 2,376 values from 2011 to 2020. It is used for constructing four forecasting models i.e. moving average, Holt’s method, Box-Jenkins method and Neural network. The test set includes 242 values from 2021. It is used for comparing accuracy of the forecast via criteria of the lowest. The finding indicates that the Neural network by nonlinear autoregressive neural network (NNAR) is the most suitable for forecasting price of Ribbed Smoked Sheet No.3. This method has the least Mean absolute error (MAE) of 4.5352, Root mean square error(RMSE) of 5.7807 and Mean absolute percentage error (MAPE) of 7.3309. Respectively, Box-Jenkins method, Moving average and Holt’s Method are found to provide less accurate result.