Relation Between Consumer Confidence Index and other Macroeconomics indicatorsBackgroundStructureData PreprocessingConstruct modelTraining resultTesting ResultRemaining WorkRelation Between Consumer Confidence Index and other Macroeconomics indicators ------using RBF approachSun Hao ([email protected])Course: ECE539(2008~fall)Instructor: Pro.Yu Hen HuBackgroundICS:The Index of Consumer Sentiment (ICS) is a consumer confidence index published monthly by the university of Michigan. Developed from national telephone interviewOther indexCPI: consumer price index;UI: Initial claims for unemployment insurance;DJI: Dow Jones Industrial Average Index;StructureData PreprocessingGet data from website of federal reserveMonthly data of: CPI, UI claim, DJI, ICSData range: Jan. 2005 to Oct. 2008Calculate the monthly change of these dataConstruct modelTry different combination of input data.Try monthly income, S&P 500, unemployment rateFinally choose, CPI 1st,2nd change, UI,DJI, ICS Try different configuration of networkDifferent spread of the radio basic functionTry MLP with back-propagation trainingCompare with multivariable linear regressionFinally choose RBNTraining resultTesting ResultNotes:1.MSE: RBF: 67.54 MVLR: 69.222.Both of them can partly approximate the target curve3.RBF perform slightly better.Remaining WorkFuture job:Improve the network and try other feather vectorMeasure the effect of each input on the
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