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Record W2996347682 · doi:10.1063/1.5139182

Forecasting the Gross Domestic Product of the Philippines using Bayesian artificial neural network and autoregressive integrated moving average

2019· article· en· W2996347682 on OpenAlexaboutno aff
Jackie D. Urrutia, Paul Ryan A. Longhas, Francis Leo T. Mingo

Bibliographic record

VenueAIP conference proceedings · 2019
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive integrated moving averageGross domestic productArtificial neural networkBayesian probabilityEconometricsMean squared errorStatisticsQuarter (Canadian coin)Autoregressive modelBox–JenkinsStatistical hypothesis testingComputer scienceMathematicsTime seriesArtificial intelligenceEconomicsGeography

Abstract

fetched live from OpenAlex

The researcher aim to forecast the Gross Domestic Product (GDP) of the Philippines from the 1st Quarter of 2018 to 4th Quarter of 2022. Furthermore, this study determines the most suitable model among Autoregressive Integrated Moving Average and Bayesian Artificial Neural Network that can forecast the GDP of the Philippines. The researcher used the data ranging from the 1st Quarter of 1990 up to 4th Quarter of 2017 with a total of 112 observations. Statistical test are conducted within the study to be able to formulate and compare the statistical model ARIMA and Bayesian ANN. It is concluded in this study that the ARIMA(1,1,1) and Bayesian ANN can forecast the GDP of the Philippines. The researcher use Forecasting accuracy such as MSE, NMSE, MAE, RMSE, and MAPE to compare the performance of two models. In this paper, the best fitted model obtained is Bayesian ANN. Paired T-test concludes that there is no significant difference between actual and predicted value. This study helps economics specifically in economic forecasting and economic analysis.

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 score0.032
Threshold uncertainty score0.063

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.000
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 head0.108
GPT teacher head0.348
Teacher spread0.240 · 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

Citations6
Published2019
Admission routes1
Has abstractyes

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