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Record W2607022806 · doi:10.6000/1927-5129.2017.13.16

ARIMA Forecasting Chinese Macroeconomic Variables Based on Factor and Principal Component Backdating

2017· article· en· W2607022806 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of Basic & Applied Sciences · 2017
Typearticle
Languageen
FieldDecision Sciences
TopicGrey System Theory Applications
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averagePrincipal component analysisEconometricsFactor analysisPrincipal (computer security)Computer scienceChinaKey (lock)Time seriesStatisticsEconomicsMathematicsGeography

Abstract

fetched live from OpenAlex

In this paper the backdating methods based on factors and principal components are applied for the first time to emulate the historical macroeconomic variables in China. The numerical results show that these procedures are useful to backdate some missing or not available historical data. ARIMA forecasting experiments based on backdated historical data are conducted and compared with forecasting procedures using directly factors and principal components. Our results suggest that some key variables like GDP can indeed be forecasted more precisely with the principal components backdated data.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScience and technology studies, Scholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.217
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0020.001
Scholarly communication0.0020.001
Open science0.0020.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.137
GPT teacher head0.371
Teacher spread0.234 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it