COMPARISON OF AN ARMA MODEL VS. OF SVM AND CAUSAL MODELS APPLIED TO WAGES TIME SERIES MODELING AND FORECASTING
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F63468352%3A_____%2F11%3A%230000131" target="_blank" >RIV/63468352:_____/11:#0000131 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
COMPARISON OF AN ARMA MODEL VS. OF SVM AND CAUSAL MODELS APPLIED TO WAGES TIME SERIES MODELING 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 modelling 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 and a causal model 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 SV regression´s method.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
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Continuities
V - Vyzkumna aktivita podporovana z jinych verejnych zdroju
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů