Dynamic Bayesian network model for inflation risk warning

摘要：

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.

关键词： inflation risk warning dynamic Bayesian network classifier Markov chain

作者: Wang Shuangcheng Cheng Xinzhang Leng Cuiping

作者单位: School of mathematics and information,Shanghai Lixin University of Commerce,Shanghai 201620,China;Op Opening Economy & Trade Research Center,Shanghai Lixin University of Commerce,Shanghai 201620,China School of mathematics and information,Shanghai Lixin University of Commerce,Shanghai 201620,China

会议类型: 国际会议

会议名称: 2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)

会议地点: 广西桂林

会议语种:英文

页码: 4772-4775

在线出版日期: 2009-06-17（万方平台首次上网日期，不代表论文的发表时间）