Application of Support Vector Machines to the Modelling of Inflation

Autor:	Dusan Marcek, Milan Marcek
Jazyk:	angličtina
Rok vydání:	2005
Předmět:	svm's time series analysis quadratic programming econometric modelling Transportation and communications HE1-9990 Science Transportation engineering TA1001-1280
Zdroj:	Communications, Vol 7, Iss 2, Pp 33-37 (2005)
Druh dokumentu:	article
ISSN:	1335-4205 2585-7878
DOI:	10.26552/com.C.2005.2.33-37
Popis:	In Support Vector Machines (SVM's), a non-linear model is estimated based on solving a Quadratic Programming (QP) problem. Based on work [1] we investigate the quantifying of econometric structural model parameters of inflation in Slovak economics. The theory of classical Phillips curve [8] is used to specify a structural model of inflation. We provide the fit of the models based on econometric approach for the inflation over the period 1993-2003 in the Slovak Republic, and use them as a tool to compare their approximation ability with those obtained using SVM's method. Some methodological contributions are made for SVM implementations to the causal economic modelling.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/9ffee1d9941d4f5498870ef62c775c33 Zobrazit plný text záznamu View record in DOAJ