Text Data Pre-Processing for Time-series Modelling

被引：0
|
作者：
Pomenkova, Jitka [1 ]
Korab, Petr [2 ]
Strba, David [3 ]
机构：
[1] Brno Univ Technol, Dept Radio Elect, Brno, Czech Republic
[2] Zeppelin Univ, Lentiamo, Czech Republic
[3] Lentiamo, Prague, Czech Republic
来源：
2023 33RD INTERNATIONAL CONFERENCE RADIOELEKTRONIKA, RADIOELEKTRONIKA | 2023年
关键词：
text mining; natural language processing; time-series modeling; data pre-processing; PRICES;
D O I：
10.1109/RADIOELEKTRONIKA57919.2023.10109034
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The paper proposes an algorithm of text data representation for time-series econometric modeling. We link two areas in empirical econometrics, text mining and time-series modeling, and provide a multi-step methodology for processing qualitative text data for quantitative time-series models. We also present an empirical example of text data processing of research article meta-data in economics and show its applicability to sentiment analysis using annual data from 1933 - 2015
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页数：6
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