摘要
将神经网络理论、模糊系统理论和时间序列分析相结合,构建我国宏观经济综合动态智能预警系统;通过1999年至2009年季度数据的输入,对2010年我国宏观经济进行尝试性预测,并对模型进行稳健性检验。
This paper combines artificial neural networks（ANN）,fuzzy optimization and time-series econometric models in one unified framework to form a hybrid intelligent early warning system（EWS） for predicting economic crises.Using quarterly data on 12 macroeconomic and financial variables for the Chinese economy from 1999 to 2008,the paper finds that the hybrid model possesses strong predictive power and the likelihood of economic crises in China during 2009 and 2010 remains high.
出处
《科技管理研究》
北大核心
2011年第11期195-198,共4页
Science and Technology Management Research
关键词
宏观经济预测
神经网络
模糊系统
时间序列
computational intelligence
artificial neural networks
fuzzy optimization
early warning system
economic crises.
