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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Detalles Bibliográficos

Principais autores:	Ali Abdul Karim, Eric Pardede, Scott Mann
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2023-07-01
Series:	Entropy
Assuntos:	convolutional neural network feature selection forecast comparison Google Trends Internet search data SARIMAX
Acceso en liña:	https://www.mdpi.com/1099-4300/25/8/1144
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