Abstract
In the world of stock exchange, forecasting and market analysis are the important factor to make sure that the correct decision are taken where it is also the most profitable action for the investor. Therefore, the right forecasting methods are important to make sure the obtained results are reliable. Based on the thesis written by Syed Taha, two different type of forecasting method has been compared that is forecasting based on neural network and individual forecasting technique (Box-Jenkins approach), it was concluded that neural network is better compared to the Box-Jenkins approach. Therefore by using same case study it will focused on the price for Arabica Coffee that is being traded in the Coffee Sugar Cocoa Exchange (Syed Taha, 2000). This project will compared between neural network (Back Propagation Approach) based on the thesis written by Syed Taha and other Individual Foreeast Technique (Exponential Smoothing and Time Series Regression Technique). The target solution is to obtain the correct forecasting method and to conclude which technique is the best. The software that will be use is Statistica'99 Edition.
Website : http://ir.fsksm.utm.my/1254/
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