基于Lasso和BP神经网络的组合预测及其应用——以居民消费支出预测为例

喻胜华; 张静

基于Lasso和BP神经网络的组合预测及其应用——以居民消费支出预测为例

引用本文：喻胜华，张静.基于Lasso和BP神经网络的组合预测及其应用——以居民消费支出预测为例[J].财经理论与实践,2016,(1):123-128

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作者	单位
喻胜华，张静	（湖南大学经济与贸易学院，湖南长沙410079）

中文摘要:在变量选择的基础上，构建基于Lasso方法和BP神经网络的预测模型，并对我国城乡居民的消费支出进行预测，结果显示：基于Lasso方法和BP神经网络的组合预测精度要明显高于BP神经网络、Lasso方法的预测精度；在2014~2020年，我国农村居民消费增长率有所提升，城镇居民消费增长率减缓，城乡居民消费增长率之间的差距呈下降趋势，但短期内城乡居民消费差距依然难以缓和。

中文关键词:消费 Lasso方法 BP神经网络预测

The Study on Prediction of Residents Consumption Expenditure based on Lasso and BP Neural Network

Abstract:On the basis of variable selection, created a multivariate prediction model based on the combination of Lasso method and BP neural network ,and prediction of China's urban and rural residents consumption expenditure. The prediction results showed that:the combination of Lasso method and BP neural network prediction accuracy is higher than that of the BP neural network,the Lasso method,the results also showed that in 2014-2020 years, the growth rate of rural residents consumption has improved,the consumption of urban residents increased slowly, the gap between urban and rural consumption rate showed a downward trend,but the gap between urban and rural consumption is still difficult to ease in the short term.

keywords:consumption Lasso method BP neural network prediction

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