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    ARTICLE

    Forecasting Model Based on Information-Granulated GA-SVR and ARIMA for Producer Price Index

    Xiangyan Tang1,2, Liang Wang3, Jieren Cheng1,2,4,*, Jing Chen2, Victor S. Sheng5

    CMC-Computers, Materials & Continua, Vol.58, No.2, pp. 463-491, 2019, DOI:10.32604/cmc.2019.03816

    Abstract The accuracy of predicting the Producer Price Index (PPI) plays an indispensable role in government economic work. However, it is difficult to forecast the PPI. In our research, we first propose an unprecedented hybrid model based on fuzzy information granulation that integrates the GA-SVR and ARIMA (Autoregressive Integrated Moving Average Model) models. The fuzzy-information-granulation-based GA-SVR-ARIMA hybrid model is intended to deal with the problem of imprecision in PPI estimation. The proposed model adopts the fuzzy information-granulation algorithm to pre-classification-process monthly training samples of the PPI, and produced three different sequences of fuzzy information granules, whose Support Vector Regression (SVR) machine… More >

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