Skip to content

AllonHammer/CPI_HRNN

master
Switch branches/tags

Name already in use

A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks

This Repository contains implementation of novel model we suggested in our paper.

  1. Hierarchical GRU

In addition as a contribution for further research we provide he data set used in this work, which is taken from the BLS after parsing and pre-processing.

The data could be found on data/cpi_us_dataset.csv note: this is a sample from the all data

A brief description of the data set:

The data set contains the following columns:

  • Date (differs by month)

  • Category- item name

  • Category id- item unique id

  • Price- Seasonally adjusted CPI-U for the given month

  • Weight- Relative importance of the item from the total aggregated index (=100)

*Indent- The hierarchy level (total aggregated index has indent 0, lowest level is 8)

*Parent- Parent’s item name

*Parent ID- Parent’s item ID

In order to run the code please make sure all Prerequisites are met (Pandas==0.22 in particular)

Prerequisites

pip install -r requirements.txt

To execute the code please run one of the following

  1. hierarchical_gru.py

About

Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages