A Study of Economic Indicator Prediction Model using Dimensions Decrease Techniques and HMM
Jin-Ho Jeon, Minsoo Kim · Journal of Digital Convergence · 2013
Abstract The size of the market as the economy continues to evolve, in order to make the right decisions to accurately predict the economic problems the market has emerged as an important issues. To express the modern economic system, the largest of the various economic indicators, pillars stock indicators analysis and decision-making with a proper understanding of the problem for the application of the model is suitable for time-series data concealment HMM. Based on this time series model and the calculation of the time and cost savings dimension decrease techniques for the estimation and prediction of the model was applied to the problem was to verify the validity. As a result, the model predictions in both the short term rather than long-term predictions of the model estimates the optimal predictive value similar pattern very similar to both the actual data and was able to confirm that. Key Words : Dimensions Decrease Techniques, HMM, Time Series Data, Prediction Received 29 August 2013, Revised 27 September 2013Accepted 20 October 2013Corresponding Author: Min-Soo Kim(Kwan-Dong University) Email: [email protected]Ⓒ The Society of Digital Policy & Management. All rights reserved. This is an open-access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.otg/licenses/by-nc/3.0), which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is ISSN: 1738-1916 properly cited.