Research on macroeconomic forecasting system based on time series
Download as PDF
With the organic integration of computer science, artificial intelligence and mathematical statistics, Data mining (DM) technique has developed by leaps and bounds, which greatly promotes the improvement of time series DM technique. DM is a process of extracting non trivial, hidden, unknown and potentially useful information from large-scale data. As a branch of mathematical statistics, time series analysis has been widely studied since s. In recent years, many practical problems require modeling, analysis and prediction of time series data. At present, domestic macroeconomic time series forecasts mostly use current specific data, that is, the final revised data that researchers can get when doing research. However, this data is not a representation of the initial state of the real macro-economy, but has undergone regular and comprehensive revisions after the initial release, including the interference of some new information. It is of great significance to study the macroeconomic forecasting system based on time series.
Time series; Macroeconomic; forecast