IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Application of Dynamic Models and an Support Vector Machine to Inflation Modelling

  • Dušan Marček
  • Milan Marček
Registered author(s):

    In Support Vector Machines (SVM's), a non-linear model is estimated based on solving a Quadratic Programming (QP) problem. Based on work [1] we investigate the quantifying of econometric structural model parameters of inflation in Slovak economics. Dynamic and SYM'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 over the period 1993-2003 in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using SYM's method. Some methodological contributions are made to dynamic and SYM'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 SYM's methodology is extended to predict the time series models.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://ces.utia.cas.cz/bulletin/index.php/bulletin/article/view/147
    Download Restriction: no

    Article provided by The Czech Econometric Society in its journal Bulletin of the Czech Econometric Society.

    Volume (Year): 13 (2006)
    Issue (Month): 23 ()
    Pages:

    as
    in new window

    Handle: RePEc:czx:journl:v:13:y:2006:i:23:id:147
    Contact details of provider: Web page: http://ces.utia.cas.cz
    Email:


    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:13:y:2006:i:23:id:147. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.