About: Application of Dynamic Models and a Support Vector Machine to Inflation Modelling

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Při identifikaci ekonometrických modelů založených na strojovém učení (SV Machine) parametry modelů jsou kvantifikovány na základě řešení QP (Quadratic Programming) problému. Článek je zaměřen na zkoumání a kvantifikaci ekonometrických strukturálních modelů. Je poskytnutý odhad parametrů dynamického modelu inflace Slovenské republiky, který byl použit jako alternativa pro porovnání aproximačních a predikčních výsledků oproti modelu založeném na strojovém učení (SVM modelování). Článek poskytuje, diskutuje, analyticky demonstruje a interpretuje kvalitu získaných výsledků. SVM metoda je rozšířená na predikci časových řad. (cs) In Support Vector Machines (SVM´s), a non-linear model is estimated based on solving a Quadratic Programming (QP) problem. Dynamic and SVM´s modelling approaches are used for automated specification of a functional form of the model. Based on dynamic modelling, we provide the fit of inflation models in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using SVM´s methods. Some methodological contributions are made to dynamic and SVM´s modelling approaches in economics and to their use in data mining systems. The study discusses, analytically and numerically demonstrates the quality and interpretability of the obtained results. The SVM´s methodology is extended to predict the time series models. In Support Vector Machines (SVM´s), a non-linear model is estimated based on solving a Quadratic Programming (QP) problem. Dynamic and SVM´s modelling approaches are used for automated specification of a functional form of the model. Based on dynamic modelling, we provide the fit of inflation models in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using SVM´s methods. Some methodological contributions are made to dynamic and SVM´s modelling approaches in economics and to their use in data mining systems. The study discusses, analytically and numerically demonstrates the quality and interpretability of the obtained results. The SVM´s methodology is extended to predict the time series models. (en)
Title	Application of Dynamic Models and a Support Vector Machine to Inflation Modelling Aplikace dynamických modelů a SV stroje pro modelování inflace (cs) Application of Dynamic Models and a Support Vector Machine to Inflation Modelling (en)
skos:prefLabel	Application of Dynamic Models and a Support Vector Machine to Inflation Modelling Aplikace dynamických modelů a SV stroje pro modelování inflace (cs) Application of Dynamic Models and a Support Vector Machine to Inflation Modelling (en)
skos:notation	RIV/47813059:19240/06:#0000164!RIV07-GA0-19240___
http://linked.open.../vavai/riv/strany	21-34
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/05/2768)
http://linked.open...iv/cisloPeriodika	23
http://linked.open...vai/riv/dodaniDat	2007
http://linked.open...aciTvurceVysledku	Marček, Dušan
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Filozoficko-přírodovědecká fakulta
http://linked.open...dnocenehoVysledku	465789
http://linked.open...ai/riv/idVysledku	RIV/47813059:19240/06:#0000164
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Support Vector Machines; Learning Machines; Dynamic Modelling; Time Series Analysis and Forecasting (en)
http://linked.open.../riv/klicoveSlovo	Time Series Analysis and Forecasting Support Vector Machines Dynamic Modelling Learning Machines
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[11038BD66FD0]
http://linked.open...i/riv/nazevZdroje	Bulletin of the Czech Econometric Society
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Advanced statistical and econometric techniques for modelling and forecasting of economic time series
http://linked.open...UplatneniVysledku	2006
http://linked.open...v/svazekPeriodika	13
http://linked.open...iv/tvurceVysledku	Marček, Dušan Marček, Milan
issn	1212-074X
number of pages	15 (xsd:int)
http://localhost/t...ganizacniJednotka	19240

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