基于时间序列分析和遗传算法动态优化的印尼经济危机预测系统

S. Sa'adah, Thee Houw Liong, Adiwijaya
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引用次数: 3

摘要

1997-1998年印度尼西亚发生的经济危机促使研究者利用经济指标对其进行进一步研究。经济指标GDP(国内生产总值)和通货膨胀每年从1980年至2011年,将使用时间序列分析和系统动态优化遗传算法进行测试。本研究运用系统动态方法来获得印尼经济危机预测在各种条件下的特征值,并利用遗传算法(GA)帮助动态系统寻找数据历史优化系数。预测前的方法包括两个阶段,即训练和测试。结果表明,训练准确率为93%-99%,测试准确率高达90%。结果表明,该预测系统能够在不避免误差的情况下拟合数据。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Prediction system of economic crisis in Indonesia using time series analysis and system dynamic optimized by genetic algorithm
Economic crisis that had happened at 1997-1998 in Indonesia has stimulated researchers to study it further by utilizing economic indicators. The economic indicators, GDP (Gross Domestic Product) and inflation per year from 1980-2011, will be tested using time series analysis and system dynamic optimized by genetic algorithm. This research have applied system dynamic in order to get characteristic value of prediction economic crisis in Indonesia with various conditions besides genetic algorithm (GA) is used to help the dynamic system in finding a coefficient of data historic optimization. The methods prior to predict consist of two phases, i.e. training and testing. The result shows 93%-99% accuracy for training and up to 90% for testing. It concludes that the prediction system is able to fit data in finding historical optimal without avoid error.
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