Comparative Analysis of CPI Index Intelligent Prediction Based on ARIMA & LSTM Model

This paper selects the data of China's consumer price index(CPI) from 1985 to 2020. Through the establishment of traditional prediction model ARIMA and machine learning prediction model LSTM, the trend of China's CPI is judged and predicted, and the prediction results and prediction accuracy are compared. The results show that the two methods have their own advantages and disadvantages in different years. Overall, the prediction accuracy of LSTM is higher than that of ARIMA model.