Journals
  Publication Years
  Keywords
Search within results Open Search
Please wait a minute...
For Selected: Toggle Thumbnails
Macroeconomic forecasting method fusing Weibo sentiment analysis and deep learning
ZHAO Junhao, LI Yuhua, HUO Lin, LI Ruixuan, GU Xiwu
Journal of Computer Applications    2018, 38 (11): 3057-3062.   DOI: 10.11772/j.issn.1001-9081.2018041346
Abstract548)      PDF (994KB)(677)       Save
The rapid development of modern market economy is accompanied by higher risks. Forecasting regional investment in advance can find investment risks in advance so as to provide reference for investment decisions of countries and enterprises. Aiming at the lag of statistical data and the complexity of internal relations in macroeconomic forecasting, a prediction method of Long Short-Term Memory based on Weibo Sentiment Analysis (SA-LSTM) was proposed. Firstly, considering the strong timeliness of Weibo texts, a method of Weibo text crawling and sentiment analysis was determined to obtain Weibo text sentiment propensity scores. Then total investment in the region was forecasted by combing with structured economic indicators government statistics and Long Short-Term Memory (LSTM) networks. The experimental results in four actual datasets show that SA-LSTM can reduce the relative error of prediction by 4.95, 0.92, 1.21 and 0.66 percentage points after merging Weibo sentiment analysis. Compared with the best method in the four methods of AutoRegressive Integrated Moving Average model (ARIMA), Linear Regression (LR), Back Propagation Neural Network (BPNN), and LSTM, SA-LSTM can significantly reduce the relative error of prediction by 0.06, 0.92, 0.94 and 0.66 percentage points. In addition, the variance of the prediction relative error is the smallest, indicating that the proposed method has good robustness and good adaptability to data jitter.
Reference | Related Articles | Metrics