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| 02612nam 2200445zi 4500 |
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| 001 | 9.928089 |
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| 003 | CaOODSP |
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| 005 | 20231011080820 |
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| 006 | m o d f |
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| 007 | cr mn||||||||| |
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| 008 | 231004t20232023onca ob f000 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 041 | 0 |aeng|beng|bfre |
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| 043 | |an-cn--- |
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| 086 | 1 |aFB3-6/2023-21E-PDF |
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| 100 | 1 |aBrannlund, Johan, |eauthor. |
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| 245 | 10|aPredicting changes in Canadian housing markets with machine learning / |cby Johan Brannlund, Helen Lao, Maureen MacIsaac and Jing Yang. |
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| 264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2023. |
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| 264 | 4|c©2023 |
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| 300 | |a1 online resource (iii, 15 pages) : |billustrations (chiefly colour). |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aStaff discussion paper = |lDocument d'analyse du personnel, |y1914-0568 ; |v2023-21 |
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| 500 | |aISSN assigned to different series. |
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| 500 | |a"Last updated: September 29, 2023." |
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| 504 | |aIncludes bibliographical references (page 15). |
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| 520 | 3 |a"This paper examines whether machine learning (ML) algorithms can outperform a linear model in predicting monthly growth in Canada of both house prices and existing home sales. The aim is to apply two widely used ML techniques (support vector regression and multilayer perceptron) in economic forecasting to understand their scopes and limitations. We find that the two ML algorithms can perform better than a linear model in forecasting house prices and resales. However, the improvement in forecast accuracy is not always statistically significant. Therefore, we cannot systematically conclude using traditional time-series data that the ML models outperform the linear model in a significant way. Future research should explore non-traditional data sets to fully take advantage of ML methods"--Abstract, page iii. |
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| 546 | |aIncludes abstracts in English and French. |
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| 650 | 0|aHousing|xPrices|zCanada|xForecasting. |
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| 650 | 0|aHouse buying|zCanada|xForecasting. |
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| 650 | 0|aSupport vector machines. |
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| 650 | 0|aPerceptrons. |
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| 650 | 6|aLogement|xPrix|zCanada|xPrévision. |
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| 650 | 6|aHabitations|xAchat|zCanada|xPrévision. |
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| 650 | 6|aMachines à vecteurs supports. |
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| 650 | 6|aPerceptrons. |
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| 710 | 2 |aBank of Canada, |eissuing body. |
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| 830 | #0|aStaff discussion paper (Bank of Canada)|v2023-21.|w(CaOODSP)9.806273 |
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| 856 | 40|qPDF|s557 KB|uhttps://publications.gc.ca/collections/collection_2023/banque-bank-canada/FB3-6-2023-21-eng.pdf |
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