Multivariate Time-Series Prediction with Multi Expression Programming

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This video shows how to approach multivariate time-series prediction with Multi Expression Programming X

Data are taken from:

Mehra, Y.P. (1994). Wage Growth and the Inflation Process: An Empirical Approach. In: Rao, B.B. (eds) Cointegration, pp 147–159. Palgrave Macmillan, London.

Columns are:

0. Real GNP.
1. Potential real GNP.
2. Unit labor cost.
3. Fixed weight deflator for personal consumption expenditure excluding food and energy.
4. Fixed weight GNP deflator.
5. Fixed weight import deflator.
6. Fixed weight deflator for food in personal consumption expenditure.
7. Fixed weight deflator for energy in personal consumption expenditure.

All must be set as targets in MEPX.

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