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
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;
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
DOI :
10.1109/CCDC.2009.5194856