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Modélisations Univariées de l’Inflation Mensuelle à Madagascar : l’Atout du Modèle LSTM, un Réseau de Neurones Récurrents

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  • Anjara Lalaina Jocelyn Rakotoarisoa

    (Université de Toamasina)

Abstract

This study focuses on univariate modeling and forecasting of monthly inflation in Madagascar, aiming to provide an analytical framework for price fluctuations in the country. By incorporating recurrent neural networks, specifically the LSTM model, the study seeks to enhance the accuracy of monthly inflation forecasts. Compared to traditional univariate models, such as SARIMA and exponential smoothing techniques, the LSTM proves to be more effective and resilient in capturing the complex inflation dynamics unique to Madagascar.

Suggested Citation

  • Anjara Lalaina Jocelyn Rakotoarisoa, 2024. "Modélisations Univariées de l’Inflation Mensuelle à Madagascar : l’Atout du Modèle LSTM, un Réseau de Neurones Récurrents," Post-Print hal-04766563, HAL.
    • Handle: RePEc:hal:journl:hal-04766563
    Note: View the original document on HAL open archive server: https://hal.science/hal-04766563v1
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    References listed on IDEAS

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