Modelling tourism demand to Spain with machine learning techniques. The impact of forecast horizon on model selection

This study assesses the influence of the forecast horizon on the forecasting performance of several machine learning (ML) techniques. We compare the forecast accuracy of Support Vector Regression (SVR) to Neural Network (NN) models, using a linear model as a baseline. We focus on international touri...

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Detalles Bibliográficos
Autores: Clavería González, Óscar, Monte Moreno, Enric, Torra Porras, Salvador
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2016
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/105829
Acceso en línea:https://hdl.handle.net/2445/105829
Access Level:acceso abierto
Palabra clave:Previsió econòmica
Turisme
Desenvolupament econòmic
Xarxes neuronals (Informàtica)
Economic forecasting
Tourism
Economic development
Neural networks (Computer science)
Descripción
Sumario:This study assesses the influence of the forecast horizon on the forecasting performance of several machine learning (ML) techniques. We compare the forecast accuracy of Support Vector Regression (SVR) to Neural Network (NN) models, using a linear model as a baseline. We focus on international tourism demand to all seventeen regions of Spain. The SVR with a Gaussian radial basis function kernel outperforms the rest of the models for the longest forecast horizons. We also find that ML methods improve their forecasting accuracy with respect to linear models as forecast horizons increase. This results shows the suitability of SVR for medium and long term forecasting.