Macroeconomic forecasting based on LSTM-conditioned normalizing flows

DOI10.1007/978-3-030-77094-5_48MaRDI QIDQ2086259zbMATH OpenOpenAlexFDO

Authors Hien T. Nguyen, Duc Trung Nguyen, Ngoc Thach Nguyen, Hai M. Nguyen, Vu H. Nguyen, Nguyen Ngoc Tan, Hung M. V. Nguyen, Hoang N. Truong, Nguyen Tran Xuan Linh

Publication date 25 October 2022

Full work available at URL https://doi.org/10.1007/978-3-030-77094-5_48

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Forecasting macroeconomic variables in data-rich environments
• Bayesian nonparametric vector autoregressive models
• News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions
• Multivariate Bayesian predictive synthesis in macroeconomic forecasting
• A neural network ensemble approach for GDP forecasting

Cites work

• Deep learning for time series classification: a review
• Machine learning: Trends, perspectives, and prospects
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Temporal pattern attention for multivariate time series forecasting

Cited in

(1)

• News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions

Describes a project that uses

Uses Software

• DeepAR
• TPA-LSTM
• PyTorchTS

This page was built for publication: Macroeconomic forecasting based on LSTM-conditioned normalizing flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2086259)