Time-series-Forecasting-
所属分类：人工智能/神经网络/深度学习
开发工具：matlab
文件大小：9944KB
下载次数：6
上传日期：2019-12-28 11:07:47
上 传 者：
MR.TanGG
说明： 通过人工神经网络与自回归滑动平均模型的结合来进行预测，将历史时间序列作为输入，下一时刻的预测值作为输出
(By combining the artificial neural network with the autoregressive moving average model, the historical time series is taken as the input and the prediction value of the next time is taken as the output)
文件列表:
... ...
THE DATA SET WAS USED IN 'TRENDS AND RANDOM WALKS IN
MACROECONOMIC TIME SERIES; SOME EVIDENCE AND IMPLICATIONS'
BY CHARLES R. NELSON AND CHARLES I. PLOSSER PUBLISHED IN
JOURNAL OF MONETARY ECONOMICS 10 (1***2) P 139-162.
NORTH HOLLAND PUBLISHING COMPANY
Acknowledgment: I would like to thank Charles Nelson for sending
this data to me via e-mail.
Brief Summary Of The Data Files In The Directory mhsets/cnelson
1. BND.1
Bond yield, U.S., 1900-1970, annual
2. CPI.1
CPI, U.S., 1860-1970, annual
3. EMP.1
Employment, U.S., 1860-1970, annual
4. GNP.1
Nominal GNP, U.S., 1909-1970, annual
5. IP.1
Industrial production, U.S., 1860-1970, annual
6. M.1
Money Stock, U.S., 1889-1970, annual
7. PCRGNP.1
Real per capita GNP, U.S., 1909-1970, annual
8. PRGNP.1
GNP deflator, U.S., 1909-1970, annual
9. RGNP.1
Real GNP, U.S., 1909-1970, annual
10. RWG.1
Real wages, U.S., 1900-1970, annual
11. SP500.1
Common stock prices, U.S., 1871-1970, annual
12. UN.1
Employment, U.S., 1860-1970, annual
13. VEL.1
Velocity of money, 1869-1970, annual
14. WG.1
Wages, U.S., 1900-1970, annual
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