arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2012.13675cs.SIcs.AIcs.CL
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社交媒体数据揭示了公众消费者感知的信号

Social media data reveals signal for public consumer perceptions

Dartmouth College(达特茅斯学院)

Neeti Pokhriyal, Abenezer Dara, Benjamin Valentino, Soroush Vosoughi

摘要:

研究人员使用社交媒体数据来估计有关公共行为的各种宏观经济指标,主要是为了降低调查成本。其中最广泛引用的经济指标之一是消费者信心指数(CCI)。过去的许多研究都集中在使用社交媒体,特别是Twitter数据来预测CCI。然而,根据最近的一项全面调查,当这些模型用新数据进行测试时,强相关性消失了。在这项工作中,我们重新审视了评估使用社交媒体数据来衡量CCI的真正潜力的问题,提出了一个基于高斯过程回归的强大的非参数贝叶斯建模框架(它提供了估计值和与之相关的不确定性)。我们的框架不可或缺的是一个原则性的实验方法,它演示了如何使用数字数据来减少调查的频率,因此只需要定期轮询来校准我们的模型。通过大量的实验,我们展示了如何选择不同的微观决策,如平滑区间,各种类型的滞后等有一个重要的影响的结果。通过使用Reddit的十年数据(2008-2019年),我们表明CCI的月度和每日估计值确实可以提前至少几个月进行可靠的估计,并且我们的模型估计值远远优于现有方法产生的估计值。

英文摘要:

Researchers have used social media data to estimate various macroeconomic indicators about public behaviors, mostly as a way to reduce surveying costs. One of the most widely cited economic indicator is consumer confidence index (CCI). Numerous studies in the past have focused on using social media, especially Twitter data, to predict CCI. However, the strong correlations disappeared when those models were tested with newer data according to a recent comprehensive survey. In this work, we revisit this problem of assessing the true potential of using social media data to measure CCI, by proposing a robust non-parametric Bayesian modeling framework grounded in Gaussian Process Regression (which provides both an estimate and an uncertainty associated with it). Integral to our framework is a principled experimentation methodology that demonstrates how digital data can be employed to reduce the frequency of surveys, and thus periodic polling would be needed only to calibrate our model. Via extensive experimentation we show how the choice of different micro-decisions, such as the smoothing interval, various types of lags etc. have an important bearing on the results. By using decadal data (2008-2019) from Reddit, we show that both monthly and daily estimates of CCI can, indeed, be reliably estimated at least several months in advance, and that our model estimates are far superior to those generated by the existing methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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