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A Study of Economic Indicator Prediction Model using Dimensions Decrease Techniques and HMM

차원감소기법과 은닉마아코프모델을 이용한 경기지표 예측 모델 연구

  • Jeon, Jin-Ho (Dept. of Business Admistration, Kwan-Dong University) ;
  • Kim, Min-Soo (Dept. of International Trade, Kwan-Dong University)
  • Received : 2013.08.29
  • Accepted : 2013.10.20
  • Published : 2013.10.28

Abstract

The size of the market as the economy continues to evolve, in order to make the right decisions to accurately predict the economic problems the market has emerged as an important issues. To express the modern economic system, the largest of the various economic indicators, pillars stock indicators analysis and decision-making with a proper understanding of the problem for the application of the model is suitable for time-series data concealment HMM. Based on this time series model and the calculation of the time and cost savings dimension decrease techniques for the estimation and prediction of the model was applied to the problem was to verify the validity. As a result, the model predictions in both the short term rather than long-term predictions of the model estimates the optimal predictive value similar pattern very similar to both the actual data and was able to confirm that.

Keywords

Dimensions Decrease Techniques;HMM;Time Series Data;Prediction