A Model Selection Approach for Time Series Forecasting: Incorporating Google Trends Data in Australian Macro Indicators

A Model Selection Approach for Time Series Forecasting: Incorporating Google Trends Data in Australian Macro Indicators

This study examined whether the behaviour of Internet search users obtained from Google Trends contributes to the forecasting of two Australian macroeconomic indicators: monthly unemployment rate and monthly number of short-term visitors. We assessed the performance of traditional time series linear...

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Bibliographic Details
Main Authors: Ali Abdul Karim, Eric Pardede, Scott Mann
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Entropy
Subjects:
convolutional neural network
feature selection
forecast comparison
Google Trends
Internet search data
SARIMAX
Online Access:https://www.mdpi.com/1099-4300/25/8/1144

Internet

https://www.mdpi.com/1099-4300/25/8/1144

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