基于增强的蝙蝠算法,智能启发的架构为弹性宏观经济预测提供了弹性
Sirong Mou1, Junqi Gan2, Yanze Yang3
1The National University of Malaysia, UKM, Bangi, 43600, Selangor, Malaysia.
Scientific reports
|November 21, 2025
概括
本研究引入了一种增强的蝙蝠算法-反向传播神经网络 (EBA-BPNN) 模型,以提高宏观经济预测的准确性. 欧洲银行-BPNN模型大大减少了GDP预测中的错误,提供了更好的政策支持.
科学领域:
- 经济学 经济学 经济学
- 计算智能是一种计算智能.
- 数据科学数据科学数据科学
背景情况:
- 使用非线性,高维数据进行宏观经济预测是一个NP难题.
- 传统模型与局部最佳情况扎,限制了预测的准确性和可靠性.
- 准确的预测对于政策制定和全球风险管理至关重要.
研究的目的:
- 开发一种混合模型,EBA-BPNN,用于优化宏观经济预测中的反向传播神经网络 (BPNN).
- 解决传统模型在处理复杂经济数据方面的局限性.
- 提高预测准确性和可靠性,以获得更好的经济政策支持.
主要方法:
- 利用动态时间扭曲 (DTW) 来实现跨国经济周期对齐.
- 雇员格兰杰因果关系和核心变量选择 (32个变量) 的相互信息.
- 使用增强的蝙蝠算法 (EBA) 优化的BPNN,具有动态惯性权重,考希-高斯扰动和梯度辅助搜索.
主要成果:
- 与BPNN相比,EBA-BPNN在季度GDP预测中的平均绝对误差 (MAE) 降低了29.3%.
- 与PSO-BPNN相比,MAE降低了17.8%,与BA-BPNN相比降低了15.6%.
- 即使在极端经济情景下,也保持了有限的MAE增长 (12.3%).
结论:
- EBA-BPNN模型为动态经济建模提供了一种高精度的方法.
- 与现有的宏观经济预测方法相比,提供了显著的改进.
- 支持基于证据的财政政策制定和跨境投资决策.
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