Publication detail

Text Data Pre-Processing for Time-series Modelling

POMĚNKOVÁ, J. KORÁB, P. ŠTRBA, D.

Original Title

Text Data Pre-Processing for Time-series Modelling

Type

conference paper

Language

English

Original Abstract

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

Keywords

text mining, natural language processing, time-series modeling, data pre-processing

Authors

POMĚNKOVÁ, J.; KORÁB, P.; ŠTRBA, D.

Released

27. 4. 2023

Publisher

Institute of Electrical and Electronics Engineers Inc.

Location

Pardubice

ISBN

979-8-3503-9834-2

Book

33rd International Conference Radioelektronika (RADIOELEKTRONIKA)

Pages count

6

URL

https://ieeexplore.ieee.org/abstract/document/10109034

BibTex

@inproceedings{BUT183410,
  author="Jitka {Poměnková} and Petr {Koráb} and David {Štrba}",
  title="Text Data Pre-Processing for Time-series Modelling",
  booktitle="33rd International Conference Radioelektronika (RADIOELEKTRONIKA)",
  year="2023",
  pages="6",
  publisher="Institute of Electrical and Electronics Engineers Inc.",
  address="Pardubice",
  doi="10.1109/RADIOELEKTRONIKA57919.2023.10109034",
  isbn="979-8-3503-9834-2",
  url="https://ieeexplore.ieee.org/abstract/document/10109034"
}