DocumentCode
288937
Title
A neural network to predict multiple economic time series
Author
Vishwakarma, Keshav P.
Author_Institution
Sch. of Econ., La Trobe Univ., Bundoora, Vic., Australia
Volume
6
fYear
1994
fDate
27 Jun- 2 Jul 1994
Firstpage
3674
Abstract
Presents a fresh approach to the analysis of multiple economic time series. To model their common movement, the author resorts to the state space framework of dynamic systems theory and makes use of a neural network to account for nonlinear evolution of the system over time. This mathematical formulation allows not only the identification of business cycles in given data but it furnishes out-of-sample forecasts as well
Keywords
commerce; economics; neural nets; time series; business cycles; dynamic systems theory; multiple economic time series; neural network; nonlinear evolution; out-of-sample forecasts; state space framework; Business; Economic forecasting; Economic indicators; Employment; Monitoring; Neural networks; Nonlinear dynamical systems; Nonlinear equations; Time series analysis; Turning;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 1994. IEEE World Congress on Computational Intelligence., 1994 IEEE International Conference on
Conference_Location
Orlando, FL
Print_ISBN
0-7803-1901-X
Type
conf
DOI
10.1109/ICNN.1994.374929
Filename
374929
Link To Document