• DocumentCode
    2837651
  • Title

    Dynamic Bayesian network model for inflation risk warning

  • Author

    Shuangcheng, Wang ; Xinzhang, Cheng ; Cuiping, Leng

  • Author_Institution
    Sch. of Math. & Inf., Shanghai Lixin Univ. of Commerce, Shanghai, China
  • fYear
    2009
  • fDate
    17-19 June 2009
  • Firstpage
    4772
  • Lastpage
    4775
  • Abstract
    At present, the methods of risk warning emphasize static function dependency or dynamic propagation of time series, which results in a unconsistent combination of the static and dynamic information. Accordingly, this paper puts forward a dynamic hierarchical naive Bayesian network classifier for warning inflation risk. And an example is presented to explain the process of inflation risk warning and method of contribution analysis to risk rank forecast. This model features universality and can be widely used in other risk warning domains.
  • Keywords
    Bayes methods; inflation (monetary); time series; contribution analysis; dynamic Bayesian network model; dynamic hierarchical naive Bayesian network classifier; dynamic propagation; inflation risk warning; risk rank forecast; static function dependency; time series; Bayesian methods; Business; Cancer; Economic forecasting; Economic indicators; Educational programs; Gaussian distribution; Mathematics; Risk analysis; Time measurement; Markov chain; classifier; dynamic Bayesian network; inflation; risk warning;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control and Decision Conference, 2009. CCDC '09. Chinese
  • Conference_Location
    Guilin
  • Print_ISBN
    978-1-4244-2722-2
  • Electronic_ISBN
    978-1-4244-2723-9
  • Type

    conf

  • DOI
    10.1109/CCDC.2009.5194856
  • Filename
    5194856