Skip to main content
European Commission logo
italiano italiano
CORDIS - Risultati della ricerca dell’UE
CORDIS
CORDIS Web 30th anniversary CORDIS Web 30th anniversary

Big Time Series Analytics for Complex Economic Decisions

Descrizione del progetto

Migliorare il processo decisionale economico

L’espansione delle fonti di megadati offre molteplici opportunità in ambito economico, ma allo stesso tempo aumenta le sfide statistiche: sono infatti necessari metodi che possano effettuare stime di modelli ad alta dimensione contenenti numerosi parametri. Tali modelli sono presenti nella comunità di apprendimento statistico, ma non sono adatti alle serie temporali economiche. Il progetto BigTime, finanziato dall’UE, che attinge all’econometria, alla statistica e all’apprendimento automatico, si propone di sviluppare metodi di apprendimento statistico che forniscano una quantificazione semplice dell’incertezza, un’analisi interpretabile della funzione di risposta all’impulso economico e l’identificazione di modelli di serie temporali ad alta dimensione. Il progetto svilupperà una scatola degli attrezzi per l’analisi di serie temporali ampie che sosterrà e migliorerà il processo decisionale economico nell’affrontare problemi relativi a serie storiche ampie, dinamiche e complesse.

Obiettivo

Big time series data are commonplace in economics. Their variety and sheer size provide nearly endless opportunities to improve economic decision making at European governments, companies and universities: amongst others, internet search data could shed light on consumer sentiment, social media provide opportunities for improving economic policy analysis, and high-frequency volatility data could be informative for financial risk analysis.

While the expansion of these Big Data sources bring possibilities, it also raises ever-increasing statistical challenges since novel methods (for instance, 'penalized' methods) are needed to estimate high-dimensional models containing many parameters. The development of such methods has flourished in the statistical learning community, but they are not geared towards the specificities of economic time series. Econometric time series models typically differ from traditional statistical models in that they require (i) an accurate assessment of the certainty of the economic findings and predictions, (ii) a description of how the economy responds, over time, to exogenous shocks, and (iii) an identification strategy that maps the observed data to the relevant economic parameters of interest. The proposal builds a partnership between econometrics, statistics and machine learning with the aim of addressing these three econometric objectives. It develops statistical learning methods for (i) honest uncertainty quantification (inference), (ii) interpretable economic impulse response functions analysis and (iii) identification of high-dimensional time series models. The suitability of the developed Big Time Series methods is demonstrated for economic applications including financial risk analysis and macro-economic policy analysis.

As such, the proposal provides a Big Time Series Analytics toolbox to modern empirical economists that aims to support and improve economic decision making in big, dynamic and complex time series problems.

Meccanismo di finanziamento

MSCA-IF-EF-ST - Standard EF

Coordinatore

UNIVERSITEIT MAASTRICHT
Contribution nette de l'UE
€ 175 572,48
Indirizzo
MINDERBROEDERSBERG 4
6200 MD Maastricht
Paesi Bassi

Mostra sulla mappa

Regione
Zuid-Nederland Limburg (NL) Zuid-Limburg
Tipo di attività
Higher or Secondary Education Establishments
Collegamenti
Costo totale
€ 175 572,48