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Próba analizy wahań koniunkturalnych w gospodarce z zastosowaniem algorytmu C4.5

100%
Latusek W., Ożdżeński W.
Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
|
1999
|
vol. 64
51-75
EN
An attempt was made to use the decision tree generator and classifier C4.5 developed by J.R. Quinlan to identify typical sequences between various economie variables in the Polish economy. The C4.5 algorithm was used to discover typical sequences in the cyclical change of some component variables of the composite leading indicator for Poland developed by Z. Matkowski and his reference index (generał coincident indicator - GCI). The research was made on full time series of monthly data and on the shortened time series, cut down to cover the same period between January 1987 and December 1997. Empirical pattems of cyclical change established in the study are compatible with the economic significance of individual variables and the expected relationships among them. Some of these rules can be used in short term forecasts of generał business activity.
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