Hybridization of long short-term memory neural network in fractional time series modeling of inflation

Hybridization of long short-term memory neural network in fractional time series modeling of inflation

Inflation is capable of significantly impacting monetary policy, thereby emphasizing the need for accurate forecasts to guide decisions aimed at stabilizing inflation rates. Given the significant relationship between inflation and monetary, it becomes feasible to detect long-memory patterns within t...

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Bibliographic Details
Main Authors: Erman Arif, Elin Herlinawati, Dodi Devianto, Mutia Yollanda, Dony Permana
Format: Article
Language:English
Published: Frontiers Media S.A. 2024-01-01
Series:Frontiers in Big Data
Subjects:
inflation rate
ARFIMA
heteroscedasticity
ARFIMA-GARCH
ARFIMA-LSTM
Online Access:https://www.frontiersin.org/articles/10.3389/fdata.2023.1282541/full

Internet

https://www.frontiersin.org/articles/10.3389/fdata.2023.1282541/full

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