An enhanced bat algorithm based intelligent inspired architecture for resilient macroeconomic prediction

Macroeconomic forecasting plays a pivotal role in policy formulation and global risk management. However, dealing with nonlinear high-dimensional data in macroeconomic forecasting has long been proven to be an NP-hard problem that traditional models find extremely challenging to handle. These models often struggle to break free from local optima, thereby failing to provide accurate and reliable forecasts, which is a significant obstacle that urgently needs to be overcome. This study puts forward a hybrid model (EBA-BPNN) that combines an Enhanced Bat Algorithm (EBA) with dynamic inertia weight and adaptive frequency mechanisms to optimize Backpropagation Neural Networks (BPNN). The framework is structured in three stages. Firstly, Dynamic Time Warping (DTW) is employed to align cross-country economic cycles, and then Granger causality analysis along with mutual information is utilized to select 32 core variables. Secondly, during the EBA optimization process, the dynamic inertia weight mechanism is used to strike a balance between exploration and exploitation. Meanwhile, a Cauchy-Gaussian perturbation is introduced to enhance the population diversity, and a variance-driven pulse emission rate is adopted to regulate the local search intensity. Finally, a gradient-assisted search strategy is applied to accelerate convergence and prevent the model from falling into local optima. Experiments conducted on datasets from the World Bank and the OECD demonstrate that the EBA-BPNN model achieves remarkable results. Specifically, it reduces the Mean Absolute Error (MAE) in quarterly GDP forecasting by 29.3%, 17.8%, and 15.6% when compared to BPNN (with an MAE of 2.15), PSO-BPNN (with an MAE of 1.85), and BA-BPNN (with an MAE of 1.92), respectively. Even under extreme scenarios, the increase in MAE is limited to only 12.3%. Overall, this model offers a high-precision approach for dynamic economic modeling, providing valuable support for the formulation of forward-looking fiscal policies and cross-border investment decisions.

Authors

Institutions

Publication Details

Journal
Scientific Reports
Published
2025-11-21
DOI
https://doi.org/10.1038/s41598-025-28612-3
Citations
1
Primary Topic
Stock Market Forecasting Methods
Type
article
Field-Weighted Citation Impact
2.11

Funders

Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

An enhanced bat algorithm based intelligent inspired architecture for resilient macroeconomic prediction

Yeshen Lan, Junqi Gan, Yusheng Yang, Sen Mou et al.
1 citations
Scientific Reports
Stock Market Forecasting Methods
2.11
article

An enhanced bat algorithm based intelligent inspired architecture for resilient macroeconomic prediction

Yeshen Lan, Junqi Gan, Yusheng Yang, Sen Mou, Chuchu Rao
article en
1 citations

Abstract

Macroeconomic forecasting plays a pivotal role in policy formulation and global risk management. However, dealing with nonlinear high-dimensional data in macroeconomic forecasting has long been proven to be an NP-hard problem that traditional models find extremely challenging to handle. These models often struggle to break free from local optima, thereby failing to provide accurate and reliable forecasts, which is a significant obstacle that urgently needs to be overcome. This study puts forward a hybrid model (EBA-BPNN) that combines an Enhanced Bat Algorithm (EBA) with dynamic inertia weight and adaptive frequency mechanisms to optimize Backpropagation Neural Networks (BPNN). The framework is structured in three stages. Firstly, Dynamic Time Warping (DTW) is employed to align cross-country economic cycles, and then Granger causality analysis along with mutual information is utilized to select 32 core variables. Secondly, during the EBA optimization process, the dynamic inertia weight mechanism is used to strike a balance between exploration and exploitation. Meanwhile, a Cauchy-Gaussian perturbation is introduced to enhance the population diversity, and a variance-driven pulse emission rate is adopted to regulate the local search intensity. Finally, a gradient-assisted search strategy is applied to accelerate convergence and prevent the model from falling into local optima. Experiments conducted on datasets from the World Bank and the OECD demonstrate that the EBA-BPNN model achieves remarkable results. Specifically, it reduces the Mean Absolute Error (MAE) in quarterly GDP forecasting by 29.3%, 17.8%, and 15.6% when compared to BPNN (with an MAE of 2.15), PSO-BPNN (with an MAE of 1.85), and BA-BPNN (with an MAE of 1.92), respectively. Even under extreme scenarios, the increase in MAE is limited to only 12.3%. Overall, this model offers a high-precision approach for dynamic economic modeling, providing valuable support for the formulation of forward-looking fiscal policies and cross-border investment decisions.

Scientific ReportsVol. 15(1)
Quzhou College of Technology (CN), National Institutes of Biotechnology Malaysia (MY), Fujian Polytechnic of Information Technology (CN), National University of Malaysia (MY), Ministry of Industry and Information Technology (CN)
Department of Education of Zhejiang Province
Openalex Percentile: Top 9%
Stock Market Forecasting Methods
2.11
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.