Comparisons of VAR Model and Models Created by Genetic Programming in Consumer Price Index Prediction in Vietnam
Created by W.Langdon from
gp-bibliography.bib Revision:1.8098
- @Article{Khanh:2012:ojos,
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author = "Pham Van Khanh",
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title = "Comparisons of {VAR} Model and Models Created by
Genetic Programming in Consumer Price Index Prediction
in Vietnam",
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journal = "Open Journal of Statistics",
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year = "2012",
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volume = "2",
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number = "3",
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pages = "237--250",
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publisher = "Scientific Research Publishing",
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keywords = "genetic algorithms, genetic programming, RPI,
inflation, vector autoregression, CPI inflation,
forecast",
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ISSN = "2161718X",
-
broken = "http://www.doaj.org/doaj?func=openurl\&genre=article\&issn=2161718X\&date=2012\&volume=02\&issue=03\&spage=237",
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URL = "http://www.scirp.org/journal/PaperInformation.aspx?PaperID=20739",
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DOI = "doi:10.4236/ojs.2012.23029",
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size = "14 pages",
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abstract = "In this paper, we present an application of Genetic
Programming (GP) to Vietnamese CPI inflation one-step
prediction problem. This is a new approach in building
a good forecasting model, and then applying inflation
forecasts in Vietnam in current stage. The study
introduces the within-sample and the out-of-samples
one-step-ahead forecast errors which have positive
correlation and approximate to a linear function with
positive slope in prediction models by GP. We also
build Vector Autoregression (VAR) model to forecast CPI
in quarterly data and compare with the models created
by GP. The experimental results show that the Genetic
Programming can produce the prediction models having
better accuracy than Vector Autoregression models. We
have no relevant variables (m2, ex) of monthly data in
the VAR model, so no prediction results exist to
compare with models created by GP and we just forecast
CPI basing on models of GP with previous data of CPI.",
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bibsource = "OAI-PMH server at www.doaj.org",
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language = "eng",
-
oai = "oai:doaj-articles:2c6a0df2d2d7e0f272d52d98dfae363a",
- }
Genetic Programming entries for
Pham Van Khanh
Citations