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Hidden Markov Model for Predicting the Turning Points of GDP Fluctuation
Authors
Cuiping Leng, Shuangcheng Wang
Corresponding Author
Cuiping Leng
Available Online March 2014.
- DOI
- 10.2991/icfcce-14.2014.1How to use a DOI?
- Keywords
- GDP, turning point, hidden Markov model, dynamic Bayesian network
- Abstract
At present, the methods of predicting the turning points of GDP fluctuation is difficult to choose suitable influence indexes, and emphasize static function dependency or dynamic propagation of time series so that the static and dynamic information can not be consistently combined. In this paper, hidden Markov model is introduced for predicting the turning points of GDP fluctuation. The real GDP data of China from 1990 to 2013 is used for modeling and the experimental results show that hidden Markov model has good practicability and reliability.
- Copyright
- © 2014, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
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Cite this article
TY - CONF AU - Cuiping Leng AU - Shuangcheng Wang PY - 2014/03 DA - 2014/03 TI - Hidden Markov Model for Predicting the Turning Points of GDP Fluctuation BT - Proceedings of the 2014 International Conference on Future Computer and Communication Engineering PB - Atlantis Press SP - 1 EP - 3 SN - 1951-6851 UR - https://doi.org/10.2991/icfcce-14.2014.1 DO - 10.2991/icfcce-14.2014.1 ID - Leng2014/03 ER -