Wages Forecasting Using Box ? Jenkins Methodology and an SVM Machine
Result description
The purpose of the paper is to demonstrate the overall developing steps of the Box-Jenkins time series modeling and the SVM´s modelling approach. are used for comparison ARMA modeling with SVM (Support Vector Machine). We provide the fit of both models over the period January 1,1991 to December 31, 2006 of the wages time series in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using Box- Jenkins methodology and SVM method.
Keywords
ARMA ProcessesMean Square ErrorSteps in Box-Jenkins MethodologySVM method
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Wages Forecasting Using Box ? Jenkins Methodology and an SVM Machine
Original language description
The purpose of the paper is to demonstrate the overall developing steps of the Box-Jenkins time series modeling and the SVM´s modelling approach. are used for comparison ARMA modeling with SVM (Support Vector Machine). We provide the fit of both models over the period January 1,1991 to December 31, 2006 of the wages time series in the Slovak Republic, and use them as a tool to compare their forecasting abilities with those obtained using Box- Jenkins methodology and SVM method.
Czech name
Predikce časových ťad založné na B-J metodologii a na technice SV regrese
Czech description
Cílem článku je demonstrovat základní vývojové etapy Box-Jenkinsové metodologie modelování časových řad a demonstrovat metodu založené na SV regrese. Poskytují se a porovnávají se výsledky z kvantifikaci obou metod na příkladě modelování a prognozování časové řady nominálních mezd Slovenské republiky za období leden 2001 až prosinec 2006.
Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ECON 07 (selected research papers)
ISSN
0862-7908
e-ISSN
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Volume of the periodical
14
Issue of the periodical within the volume
2007
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
5
Pages from-to
106-111
UT code for WoS article
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EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
AH - Economics
Year of implementation
2008