Time Series Model Based Earning Forecasting

Xiang Rong Jiang; Ying Ying Cui

doi:10.4028/www.scientific.net/AMR.791-793.2147

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HomeAdvanced Materials ResearchAdvanced Materials Research Vols. 791-793Time Series Model Based Earning Forecasting

Time Series Model Based Earning Forecasting

Abstract:

We propose a procedure to forecast earning of listed companies. It is a modification of method developed for forecasting series with stable seasonal patterns. The new method is motivated by the observations that seasonal patterns, which may be evolving over time and remain relative stability, arise in finance market. The method can be applied to forecast individual observations as well as the end-of-season totals. Empirical study will be conducted with data from finance market to evaluate the performance of the proposed method. The new method is proved more effective than traditional time series models.

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Periodical:

Advanced Materials Research (Volumes 791-793)

Pages:

2147-2150

DOI:

https://doi.org/10.4028/www.scientific.net/AMR.791-793.2147

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Online since:

September 2013

Authors:

Xiang Rong Jiang, Ying Ying Cui

Keywords:

Earning Forecasts, Evolving Seasonal Pattern, Out-of-Sample Forecast Errors

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