Application of Support Vector Machine in Prediction of Consumer Price Index
Using in prediction of Consumer Price Index, the recursive step-by-step method, taking care to minimize waste of training samples and fully tapping SVM model, the SVM time series forecasting model is suitable for short-term forecasts of potential. The results show that, whether it is fitting, or predictive value of the test and according to the actual price index of view, it has high accuracy.It can be an effective forecasting method as prediction of consumer price index.