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

• Authors: Latusek Wojciech , Ożdżeński Wojciech

Title variants

EN

Analyzing the Business Cycles with C4.5 Algorithm

• Languages of publication: PL

Abstracts

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.

Keywords

PL

Koniunktura gospodarcza, Cykl koniunkturalny, Wahania koniunkturalne, Polityka gospodarcza, Sztuczna inteligencja, Drzewo decyzyjne

EN

Business trends, Business cycles, Business fluctuations, Economic policy, Artificial intelligence, Decision tree

• Publisher: Szkoła Główna Handlowa w Warszawie
• Journal: Prace i Materiały Instytutu Rozwoju Gospodarczego SGH
• Year: 1999
• Volume: 64
• Pages: 51-75

Contributors

author

Latusek Wojciech

author

Ożdżeński Wojciech

References

• Z. Matkowski, Ogólny wskaźnik koniunktury dla gospodarki polskiej, „Ekonomista” 1996, nr 1.
• Z. Matkowski, Barometry koniunktury dla gospodarki polskiej, „Prace i Materiały IRG”, tom 61, SGH, Warszawa 1998.
• J.R. Quinlan, C4.5: Programs for Machinę Learning, Morgan Kaufmann Publishers, San Mateo 1993.
• U. Siedlecka, Prognozowanie ostrzegawcze w gospodarce, PWE, Warszawa 1996.