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Parallel deterministic procedure based on hidden Markov models for the analysis of economic cycles in Poland

Author

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  • Michał Bernardelli

    (Szkoła Główna Handlowa w Warszawie)

Abstract

In the paper the deterministic version of the procedure based on hidden Markov models for the analysis of economic cycles is described. The quality of fitting hidden Markov models as well as the accuracy of the identification of turning points in the business cycle in Poland depends, among other things, on the number of states of the model and the size of panel data. Determinism however affects significantly on a time of computations. Speed up of computations could be achieved by adding the parallelism into the procedure. The usefulness of this approach is verified by the numerical experiments and comparative tests measuring a time of computations depending on the number of processor cores.

Suggested Citation

  • Michał Bernardelli, 2014. "Parallel deterministic procedure based on hidden Markov models for the analysis of economic cycles in Poland," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 34, pages 75-87.
    • Handle: RePEc:sgh:annals:i:34:y:2014:p:75-87
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    Cited by:

    1. Micha³ Bernardelli, 2015. "The Economic Situation In Poland Through The Prism Of The Situation In The Enterprises On The Basis Of The Business Tendency Survey," GUT FME Conference Publications, in: Blazej Prusak (ed.),ENTERPRISES IN UNSTABLE ECONOMY, chapter 10, pages 109-136, Faculty of Management and Economics, Gdansk University of Technology.

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