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ARMA Models Versus an SVM Model Applied to Wages Time Series Modelling and Forecasting.

Result description

We investigate the quantifying of statistical and econometric structural model parameters of average nominal wages in Slovak economy. SVM´s modeling approaches are used for automated specification of a functional form of the model. We provide the fit ofaverage nominal wages models based on Box-Jenkins methodology to the quarterly data over the period 1991-2006 in the Slovak Republic. We use this model as a tool to compare its approximation and forecasting abilities with those obtained using SVM´s method.

Keywords

SVM methodBox-Jenkins methodologytime series forecasring

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    ARMA Models Versus an SVM Model Applied to Wages Time Series Modelling and Forecasting.

  • Original language description

    We investigate the quantifying of statistical and econometric structural model parameters of average nominal wages in Slovak economy. SVM´s modeling approaches are used for automated specification of a functional form of the model. We provide the fit ofaverage nominal wages models based on Box-Jenkins methodology to the quarterly data over the period 1991-2006 in the Slovak Republic. We use this model as a tool to compare its approximation and forecasting abilities with those obtained using SVM´s method.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    INFOKOM-4 Infokommunikacionnye technologii v nauke, proizvodstve i obrazovanii

  • ISBN

  • ISSN

    2219-293X

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Izdateľstvo Severo-Kavkazskovo gosudarstvennovo techničeskovo universiteta

  • Place of publication

    Stavropoľ

  • Event location

    Stavropoľ

  • Event date

    Jan 1, 2010

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article