Hybrid Model and Ensemble for Inflation Forecasting: A Machine Learning Approach.
André L. S. XavierBruno J. T. FernandesJoão F. L. de OliveiraPublished in: LA-CCI (2023)
Keyphrases
- hybrid model
- forecasting accuracy
- consumer price index
- support vector regression
- arima model
- artificial neural networks
- ensemble learning
- hybrid models
- back propagation neural network
- support vector machine svm
- training data
- exchange rate
- neural network
- short term
- ensemble methods
- feature selection
- random forests
- classifier ensemble
- data sets
- base classifiers
- support vector machine
- training set
- ensemble classifier
- pattern recognition
- forecasting model
- model selection