Evaluating Feature Selection Methods for Macro-Economic Forecasting, Applied for Inflation Indicator of Iran

This study explores various feature selection techniques applied to macro-economic forecasting, using Iran's World Bank Development Indicators. Employing a comprehensive evaluation framework that includes Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) within a 10-fold cross-validation setup, this research systematically analyzes and ranks different feature selection methodologies. The study distinctly highlights the efficiency of Stepwise Selection, Tree-based methods, Hausdorff dis...