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  • Based oil work [1] we investigate the quantifying of statistical structural model parameters of inflation in the Slovak economics. Dynamic and SVM's (Supper Vector Machine) modelling approaches are used for automated specification of a functional form of the model in data mining systems. Based on dynamic modelling, we provide the fit of the inflation models over the period 1993-2003 in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using SVM's method. 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.
  • Based oil work [1] we investigate the quantifying of statistical structural model parameters of inflation in the Slovak economics. Dynamic and SVM's (Supper Vector Machine) modelling approaches are used for automated specification of a functional form of the model in data mining systems. Based on dynamic modelling, we provide the fit of the inflation models over the period 1993-2003 in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using SVM's method. 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)
  • Příspěvek se zabývá kvantifikací parametrů dynamických strukturálních modelů a konceptu SVM (Support Vector Machine) inflace ekonomiky SR na časové řadě čtvrtletních dat za roky 1993-2003. Poskytují se některá metodologická doporučení pro aplikaci SVM v data miningových systémech. Poskytuje se interpretace odhadnutých parametrů a rozšiřuje se SVM koncept pro konstrukci krátkodobých prognóz. (cs)
Title
  • Application of Dynamic Models and an SV Machine to Inflation Modelling
  • Aplikace dynamických modelů a SVM stroje pro modelování inflace (cs)
  • Application of Dynamic Models and an SV Machine to Inflation Modelling (en)
skos:prefLabel
  • Application of Dynamic Models and an SV Machine to Inflation Modelling
  • Aplikace dynamických modelů a SVM stroje pro modelování inflace (cs)
  • Application of Dynamic Models and an SV Machine to Inflation Modelling (en)
skos:notation
  • RIV/47813059:19240/06:#0001864!RIV09-MSM-19240___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 465790
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19240/06:#0001864
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Dynamic models; SV Machine (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [A67BF72D99F4]
http://linked.open...v/mistoKonaniAkce
  • Plzeň
http://linked.open...i/riv/mistoVydani
  • Plzeň
http://linked.open...i/riv/nazevZdroje
  • PROCEEDINGS OF THE 24TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2006
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Marček, Dušan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Neuveden
https://schema.org/isbn
  • 978-80-7043-480-2
http://localhost/t...ganizacniJednotka
  • 19240
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