A literature review on daily demand forecasting using the Hidden Markov model (HMM)
| Forecasting purpose | Forecasting interval | Data length | Reference |
|---|---|---|---|
| Stock price | Daily | 467 days | Hassan and Nath (2005) |
| Stock price | Daily | 401 days | Gupta and Dhingra (2012) |
| Stock price | Daily | 1,520 days | Nguyen (2016) |
| Exchange rate | Daily | 4,030 days | Liu (2018) |
| Stock market | Daily | 2,520 days | Kang and Hwang (2021) |
| Forecasting purpose | Forecasting interval | Data length | Reference |
|---|---|---|---|
| Stock price | Daily | 467 days | |
| Stock price | Daily | 401 days | |
| Stock price | Daily | 1,520 days | |
| Exchange rate | Daily | 4,030 days | |
| Stock market | Daily | 2,520 days |
Source(s): Authors’ own work
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