| 摘要: |
| 传统的CPI预测模型利用的数据主要来源于政府统计局，由于政府统计数据规范、噪音小等特点，使得这样的预测模型在CPI变化不大的时期预测效果较好，但是在CPI变化趋势出现拐点的时期，预测效果往往较差；网络搜索数据作为一种新兴的数据结构类型，被运用到经济社会问题的预测当中，其实时可得的特点，能够提前预测到趋势变化的拐点。因此将网络搜索数据加入到传统的CPI 预测模型中，分析增加网络搜索行为能不能提升CPI 的预测效果，尤其是在CPI出现拐点的时期。分析结果显示，当CPI趋势出现拐点的时期，在传统预测模型中加入网络搜索数据，的确可以提升模型的预测效果。 |
| 关键词: 网络搜索数据 CPI预测 趋势拐点 预测效果 |
| DOI： |
| 分类号: |
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| Can Web Search Behavior Help Us Promote the Prediction Effect of CPI |
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LIN Yong, YIN San-jie
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| Abstract: |
| The traditional CPI forecast model uses the data mainly from the government bureau of statistics, because the government statistics data have low noise and are regular, which makes the forecasting model predict better in the period of little CPI change, but its effect is poor in the period of CPI turning point. However, network search data as a new type of data structure, which is applied to the forecast of economic and social problems, and its real time available features, can predict in advance the turning point of the trend. Therefore, this paper adds the network search data to the traditional CPI forecasting model, and analyzes whether increased network search behavior can promote the prediction effect of CPI, especially for the CPI turning point period. The analysis results show that in the period of the turning point of CPI, the network search data can be added to the traditional model, and the model’s prediction effect can be promoted. |
| Key words: web search data CPI prediction trend turning point prediction effect |
