General

Learn about time series analysis

• Forecasting US inflation with random forests

Inflation forecasts are used for informing economic decisions at various levels, from households to businesses and policymakers. The application of machine learning methods to inflation forecasting offers several potential advantages, including the ability to handle large and complex datasets, capture nonlinear relationships, and adapt to changing economic conditions…

Forecasting

March 20, 2024

• An overview of the FRED-MD database

FRED-MD is an open-source dataset of monthly U.S. macroeconomic indicators maintained by the Federal Reserve Bank of St. Louis. The FRED-MD dataset was introduced to provide a common benchmark for comparing model performance and to facilitate the reproducibility of research results…

Datasets

January 11, 2024