Design and Application of Macro Economic Intelligent Prediction Decision Support System Based on Agent System
oraz
05 cze 2025
O artykule
Data publikacji: 05 cze 2025
Otrzymano: 16 sty 2025
Przyjęty: 11 maj 2025
DOI: https://doi.org/10.2478/amns-2025-1040
Słowa kluczowe
© 2025 Lijun Ma and Jiayi Li, published by Sciendo.
This work is licensed under the Creative Commons Attribution 4.0 International License.
Figure 1.
Figure 2.
Response time
| Number of experiments | Response time of macroeconomic intelligent forecasting decision support(ms) | ||
|---|---|---|---|
| System of this article | System based on C / S structure | System based on CDSS | |
| 10 | 13 | 15 | 17 |
| 20 | 14 | 18 | 20 |
| 30 | 16 | 21 | 23 |
| 40 | 18 | 25 | 27 |
| 50 | 21 | 29 | 31 |
| 60 | 23 | 32 | 35 |
| 70 | 25 | 36 | 38 |
| 80 | 26 | 39 | 42 |
| 90 | 27 | 43 | 48 |
| 100 | 28 | 46 | 53 |
Predictive result
| Model | Prediction range | ||||
|---|---|---|---|---|---|
| 0 | 2 | 4 | 6 | 8 | |
| Completed investment in fixed assets | |||||
| MF-VAR model combined with factor model | 1.02 | 1 | 1 | 0.98 | 1 |
| BMF-VAR model | 0.91 | 0.99 | 0.98 | 1.02 | 1 |
| Exports | |||||
| MF-VAR model combined with factor model | 0.98 | 1 | 1 | 1 | 1 |
| BMF-VAR model | 1.05 | 0.98 | 1.03 | 1 | 1 |
| Power generation | |||||
| MF-VAR model combined with factor model | 0.98 | 0.98 | 1.02 | 1.02 | 1 |
| BMF-VAR model | 0.87 | 0.85 | 0.98 | 0.97 | 1 |
| Imports | |||||
| MF-VAR model combined with factor model | 1 | 0.99 | 1 | 1 | 1 |
| BMF-VAR model | 1.05 | 1.08 | 1.02 | 1.05 | 0.98 |
| 7-day interbank weighted average interest rate | |||||
| MF-VAR model combined with factor model | 1 | 0.96 | 1.01 | 1.02 | 1.04 |
| BMF-VAR model | 0.95 | 1.02 | 1.12 | 1.12 | 1.16 |
| Currency and quasi-currency | |||||
| MF-VAR model combined with factor model | 0.92 | 0.95 | 0.86 | 0.85 | 0.86 |
| BMF-VAR model | 1 | 1 | 0.95 | 0.84 | 0.85 |
| Freight volume | |||||
| MF-VAR model combined with factor model | 0.98 | 0.99 | 1 | 1 | 1 |
| BMF-VAR model | 0.65 | 0.63 | 0.88 | 0.98 | 1.03 |
| Total retail sales of social consumer goods | |||||
| MF-VAR model combined with factor model | 0.98 | 1.02 | 0.98 | 1 | 1.03 |
| BMF-VAR model | 0.91 | 0.92 | 0.97 | 0.98 | 1.03 |
| Gross domestic product | |||||
| MF-VAR model combined with factor model | 1.24 | 0.95 | 0.94 | 1 | 0.97 |
| BMF-VAR model | 1.27 | 1.17 | 0.94 | 1.02 | 0.97 |
| Industrial added value | |||||
| MF-VAR model combined with factor model | 0.95 | 1.01 | 1.01 | 1.02 | 1.02 |
| BMF-VAR model | 1.15 | 1.26 | 1.04 | 1 | 0.98 |
| The added value of tertiary industry | |||||
| MF-VAR model combined with factor model | 0.77 | 1.06 | 1.15 | 0.96 | 0.95 |
| BMF-VAR model | 0.88 | 1.14 | 1.03 | 0.96 | 1 |
Real-time forecast results
| Model | Prediction range | ||||
|---|---|---|---|---|---|
| 0 | 2 | 4 | 6 | 8 | |
| Completed investment in fixed assets | |||||
| MF-VAR model combined with factor model | 0.94 | 0.98 | 0.9 | 0.95 | 0.95 |
| BMF-VAR model | 0.77 | 0.82 | 0.87 | 0.84 | 0.8 |
| Exports | |||||
| MF-VAR model combined with factor model | 1 | 1 | 1 | 1 | 1 |
| BMF-VAR model | 1.03 | 1.02 | 1.02 | 1.03 | 1 |
| Power generation | |||||
| MF-VAR model combined with factor model | 1.02 | 1 | 1 | 1 | 1 |
| BMF-VAR model | 1.12 | 0.95 | 1 | 0.98 | 1 |
| Imports | |||||
| MF-VAR model combined with factor model | 1 | 1 | 1 | 1 | 0.98 |
| BMF-VAR model | 1.05 | 1.06 | 1.04 | 1.04 | 1.02 |
| 7-day interbank weighted average interest rate | |||||
| MF-VAR model combined with factor model | 1 | 1.01 | 1.05 | 1.03 | 1.05 |
| BMF-VAR model | 1.05 | 0.98 | 0.97 | 1 | 0.94 |
| Currency and quasi-currency | |||||
| MF-VAR model combined with factor model | 0.9 | 0.9 | 0.82 | 0.84 | 0.77 |
| BMF-VAR model | 0.97 | 0.89 | 0.8 | 0.79 | 0.8 |
| Freight volume | |||||
| MF-VAR model combined with factor model | 0.97 | 1 | 1 | 1 | 1 |
| BMF-VAR model | 0.98 | 1 | 1 | 1 | 0.97 |
| Total retail sales of social consumer goods | |||||
| MF-VAR model combined with factor model | 0.98 | 0.98 | 0.97 | 0.96 | 0.96 |
| BMF-VAR model | 0.84 | 0.94 | 1.05 | 1 | 0.95 |
| Gross domestic product | |||||
| MF-VAR model combined with factor model | 0.98 | 1 | 0.97 | 0.92 | 0.92 |
| BMF-VAR model | 1.32 | 1.1 | 1.25 | 1.08 | 0.96 |
| Industrial added value | |||||
| MF-VAR model combined with factor model | 1.02 | 1 | 1 | 1.02 | 1 |
| BMF-VAR model | 1.38 | 1.14 | 1.17 | 1.05 | 1 |
| The added value of tertiary industry | |||||
| MF-VAR model combined with factor model | 1.02 | 0.98 | 0.93 | 0.85 | 0.85 |
| BMF-VAR model | 0.75 | 1.16 | 1 | 0.93 | 0.85 |