Servicios Personalizados
Revista
Articulo
Indicadores
- Citado por SciELO
- Accesos
Links relacionados
- Citado por Google
- Similares en SciELO
- Similares en Google
Compartir
Cuadernos de Administración
versión impresa ISSN 0120-3592
Resumen
VELASQUEZ H., Juan David y FRANCO C., Carlos Jaime. Note on predicting consumer price indexes using artificial neuronal networks. Cuad. Adm. [online]. 2010, vol.23, n.41, pp.285-302. ISSN 0120-3592.
This article forecasts the percentage variation in the Colombian Consumer Price Index, using an artificial neuronal network. The model obtained, a multiple-layer perceptron neuronal network, is capable of capturing the seasonal cycle present in the data, by solely using past data as entries into the neuronal network; it is not necessary to include fictitious variables to represent said structural component. This approach is more precise than other models presented in the literature on the topic, including those with exponential smoothing, SARIMA model approximations, and other neuronal network configurations.
Palabras clave : Prediction; non-linear models; macroeconomics; SARIMA; exponential smoothing.