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Record W2995973848 · doi:10.1063/1.5139185

Forecasting Philippines imports and exports using Bayesian artificial neural network and autoregressive integrated moving average

2019· article· en· W2995973848 on OpenAlexaboutno aff
Jackie D. Urrutia, Alsafat M. Abdul, Jacky Boy E. Atienza

Bibliographic record

VenueAIP conference proceedings · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averageQuarter (Canadian coin)Artificial neural networkEconometricsBayesian probabilityAutoregressive modelMoving averageStatistical hypothesis testingStatisticsBox–JenkinsEconomicsComputer scienceMathematicsTime seriesGeographyArtificial intelligence

Abstract

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In this research, Autoregressive Integrated Moving Average (ARIMA) and Bayesian Artificial Neural Network (BANN) were used in forecasting the imports and exports of the Philippines and the comparison of two models are one of the main objective of this research. The data were gathered from Philippines Statistical Authority with a total of 100 observations from the first quarter of 1993 to fourth quarter of 2017. Furthermore, it can be determined in this research the best fit among the models in forecasting the imports and exports of the Philippines and the researchers will give the forecast values of imports and exports from the first quarter of year 2018 to the fourth quarter of year 2022 using the most fitted model. The researchers conducted a Statistical test in order to formulate and compare the statistical models of ARIMA and BANN for imports and exports then applied the forecasting accuracy such as MSE, NMSE, MAE, RMSE, and MAPE to compare the performance of the two models. By comparing the results, the researchers concluded that Bayesian Artificial Neural Network is the most fitted model in forecasting the imports and export of the Philippines. Upon using the Paired T-test, the p-value for both imports and exports are greater than the level of significance (α = 0.01) which means that there is no significant difference between actual and predicted values for both imports and exports of the Philippines. This study could help the economy of the Philippines by considering the forecasted Imports and Exports which can be used in analyzing the economy’s trade deficit.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.036
Threshold uncertainty score0.072

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.106
GPT teacher head0.341
Teacher spread0.235 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations23
Published2019
Admission routes1
Has abstractyes

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