关键词: 查询时序数据, 经济指标, 自动化预测

Abstract: Macroeconomic indicators reflect status of economic entities in different domains, and are important for economic trend prediction, policies making and consumption trends nowcasting. As the advanced search engine service provider in China, Baidu has massive time-series data of different searches that uncover user search behaviors, which have some relationship with economic activities. As economic indicators infer to many different fields, how can searches be utilized to nowcast leading economic indicators is still an unsolved problem with significant meanings. To figure out this problem, this paper proposes a method called PS（Predictable Searches） to mine the relationship between Baidu’s massive search query data and economic indicators automatically. Moreover, PS can filter some representative queries for further nowcasting tasks, as a result, not only is the field knowledge requirement eliminated, the nowcasting abilities of different kinds of searches are also figured out, which is conducive to economic development. Experiments results of the nowcasting of CPI and CCI in China verify the effectiveness of PS.

Key words: search time-series data, economic indicators, automatically nowcasting