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DOI 10.1007/s11761-012-0122-2
SPECIAL ISSUE PAPER
Data mining for unemployment rate prediction using search
engine query data
Wei Xu · Ziang Li · Cheng Cheng · Tingting Zheng
Received: 31 March 2012 / Revised: 22 July 2012 / Accepted: 25 October 2012
© Springer-Verlag London 2012
Abstract Unemployment rate prediction has become
critically significant, because it can help government to make
decision and design policies. In previous studies, traditional
univariate time series models and econometric methods for
unemployment rate prediction have attracted much attention
from governments, organizations, research institutes, and
scholars. Recently, novel methods using search engine query
data were proposed to forecast unemployment rate. In this
paper, a data mining framework using search engine query
data for unemployment rate prediction is presented. Under
the framework, a set of data mining tools including neural
networks (NNs) and support vector regressions (SVRs) is
developed to forecast unemployment trend. In the proposed
method, search engine query data related to employment
activities is firstly extracted. Secondly, feature selection
model is suggested to reduce the dimension of the query data.
Thirdly, various NNs and SVRs are employed to model the
relationship between unemployment rate data and query data,
and genetic algorithm is used to optimize the parameters and
refine the features simultaneously. Fourthly, an appropriate
data mining method is selected as the selective predictor by
using the cross-validation method. Finally, the selective pre-
dictor with the best feature subset and proper parameters is
W. Xu (B) · Z. Li · C. Cheng
School of Information, Renmin University of China,
Beijing 100872, China
e-mail: weixu@ruc.edu.cn
Z. Li
e-mail: ziang_lee@126.com
C. Cheng
e-mail: chengcheng_ruc@126.com
T. Zheng
School of Economics and Management, Tsinghua University,
Beijing 100084, China
e-mail: zhengtingting@hotmail.com
used to forecast unemployment trend. The empirical results
show that the proposed framework clearly outperforms the
traditional forecasting approaches, and support vector regres-
sion with radical basis function (RBF) kernel is dominant for
the unemployment rate prediction. These findings imply that
the data mining framework is efficient for unemployment
rate prediction, and it can strengthen government’s quick
responses and service capability.
Keywords Unemployment rate prediction · Data mining ·
Search engine query data · Government service
1 Introduction
Unemployment rate prediction has become critically
significant, in particular during economic recession, because
it can not only help government to make decision and
design policies, but also offer practitioners to have a bet-
ter understanding of the future economic trend. In recent
years, forecast of unemployment rate attracts much atten-
tion from governments, organizations, research institutes,
and scholars. A great number of methods are proposed for
unemployment rate prediction. Traditional univariate time
series models have been proposed for the unemployment
rate prediction [3,13,20,22]. For example, a time deforma-
tion model is applied to US unemployment data, and the
experimental results indicate that the proposed method has
better performance than other better-known models, such
as the autoregressive integrated moving average (ARIMA)
[22]. Similarly, autoregressive fractionally integrated moving
average (ARFIMA) is offered to analyze the US unem-
ployment trend, and the results show that ARFIMA has a
better forecasting performance than threshold autoregressive
(TAR) and symmetric ARFIMA model [13].
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Some macroeconomic variables, such as money supply,
producer price index, interest rate, and gross national
product (GNP), have been considered in unemployment rate
prediction [10–12,15–17,21]. A smooth transition vector
error-correction model (STVECM) is used to forecast the
unemployment rates of the four non-Euro G-7 countries in
terms of economic indicators [15]. Similarly, a Markov-
switching vector error-correction model (MS-VECM) is
suggested to analyze the UK labor market [12]. Moreover,
a univariate and multivariate functional coefficient autore-
gressive (FCAR) models are presented and evaluated for
multi-step unemployment rate prediction [10]. A pattern
recognition method is developed to analyze the specific
phenomenon of fast acceleration of unemployment [11].
In recent years, Web information is regarded as a useful
resource to analyze socioeconomic hot spot, such as influenza
epidemics detection [8,23] and finance market prediction
[2,14,18], and the unemployment rate prediction using Web
information has attracted more attention from researchers
and practitioners [1,4–7,19]. A new method of using data on
internet activity is proposed to demonstrate strong correla-
tions between keyword searches and unemployment rates,
and the experimental results show that the method used
has a strong potential for the unemployment rate prediction
[1]. An internet job-search indicator called Google Index
(GI) is offered as the best leading indicator to predict the
US unemployment rate, and an out-of-sample comparison
of other forecasting models is done to show that the GI
indeed helps in predicting the US unemployment rate even
after controlling for the effects of data snooping [6], while
the power of a novel indicator based on job-search-related
Web queries is employed to predict quarterly unemployment
rates in short samples [7]. Similarly, the popularity of Web
searches tracked by Google is suggested as an indicator of
contemporaneous economic activity, before the official data
become available and/or are revised [19]. Moreover, Google
Trends data are suggested to forecast the US unemployment
time series, and it could improve the forecasting accuracy
significantly by using Google Trends [4,5].
Different from the previous studies, a data mining method
using neural networks has been used to forecast unemploy-
ment rate with search engine query data, and the experimental
results show that the proposed method outperforms the tradi-
tional methods [24]. Furthermore, combining search engine
query data and time series data, a hybrid forecasting model
is suggested to improve the performance of unemployment
rate prediction [25]. Since data mining techniques can make
a significant contribution to forecast unemployment rate pre-
diction, in this paper, a data mining framework using search
engine query data for the unemployment rate prediction is
presented, and within the proposed framework, various data
mining tools are validated and compared to examine the effi-
ciency and effectiveness of the proposed framework. In the
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proposed framework, an automated feature selection model
is firstly constructed to reduce the dimension of the query
data. Secondly, different data mining tools are employed
to describe the relationship between the unemployment rate
data and the search engine query data. Thirdly, an optimal
data mining model is selected as the predictor by using the
cross-validation method. Finally, the selected predictor with
proper parameter and best feature subset is used to forecast
unemployment trend.
The rest of this paper is organized as follows. The next
section introduces some basic concepts of data mining tools
used in this paper, including NNs and SVRs. The data mining
framework using search engine query data is proposed for the
unemployment rate prediction in Sect. 3. For illustration, the
efficiency of the proposed framework and empirical analy-
sis of unemployment trend using the data mining tools are
reported in Sect. 4. Finally, conclusions and future research
directions are summarized in Sect. 5.
2 Introduction to data mining tools
Data mining is a technique that investigates the internal rules
of data by analyzing large quantity of data. In other words, it is
a technique that transforms large data into useful information.
Data mining makes use of the theories of statistics, artificial
intelligence and the others. In this paper, neural network and
support vector regression are used for mining the internal rule
of search engine query data and predicting the unemployment
rate.
2.1 Neural networks
Neural network is a mathematical model that imitates the
structure and functions of biological neural network. A
neural network consists of different interconnected artificial
neurons that are distributed in input layer, hidden layer(s),
and output layer. Generally, in learning phase, the neural
network could change its structure based on the information
that flows through the network. This nonlinear computational
model is widely used in detecting the complex relationship
between the input and the output data.
Back-propagation neural network (BPNN) is a widely
used neural network model, in which the information is trans-
ferred from the input layer to the output layer via hidden
layer(s). When the practical output is different from the esti-
mated output, the weights and thresholds are adjusted by the
back-propagation process of errors, as shown in Fig. 1.
When the first input information flows through the net-
work and the output information is produced, the back-
propagation process is commenced. As mentioned above,
the error between the produced value and actual value is cal-
culated to optimize the network with the help of an error
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(x.)2
f (x) = e− 2 cos(1.75x) (5)

Two parameters are important in WNN learning process. One

is to adjust the weights of network, and the other is to accom-
modate the scale factor and displacement factor.

2.2 Support vector regression

Input Layer Hidden Layer Output Layer Support vector regression (SVR) is an adaptation of support
vector machine (SVM), which is a recently proposed statis-
Fig. 1 The structure of BPNN tical learning for classification by Vapnik. The basic idea of
SVR is mapping the data to high-dimensional feature space
function. The commonly used error function is quadratic from input space and then using linear regression to solve the
function, which is displayed as follows: problem in high-dimensional feature space.
1 Given a training set {(xi , yi )}, i = 1, 2, . . ., n, where xi
E(t) = (a j (t) − y j (t))2 (1)
2 defines the input data, yi defines the corresponding output,
where y j (t) is the produced value from neural network at time and n is the total number of data instances. The regression
period t, and a j (t) represents the actual value at time period function of SVR is defined as:
t. Then, the connection weights are adjusted by generalized f (x) = (w · ϕ(x)) + b (6)
delta learning function:
ε where w and b denote weight vector and bias constant,
  
w ji (t) = η(a j − y j ) f  (.)yi + μw ji (t − 1) (2) respectively, and ϕ(x) stands for the function of the mapping
s=1 data to high-dimensional feature space from input space.
In ε-SVR, the coefficients of regression, which are w and
where η is learning rate, and μ is momentum value, ε is epoch
b, are solved by minimizing the regularized risk function
size, and f (.) is the activation function. Besides, (a j − y j )
below:
stands for the error between the actual value and the produced
value. 
n
1
R(C) = C L ε ( f (xi ), yi ) + w2 (7)
The activation function of traditional BPNN is the hyper- 2
i=1
bolic tangent function, which could be defined as:
In this function, the first part stands for empirical risk
2
f (x) = −1 (3) and the second part stands for regularized risk. Parameter
1 + e(−2x)
C, which is the regularization constant, is utilized to strike
Learning rate is a parameter that determines the efficiency the balance between empirical risk and regularized risk. In
and effectiveness of finding the best solution. The larger the addition, L ε ( f (x), y) is the ε-insensitivity loss function and
value of learning rate, the faster the learning process, but it defined as:
may jitter. However, if the value of learning rate is relatively  
0 if |y − f (x)| ≤ ε
small, the local optimal solution may reach. L ε ( f (x), y) = (8)
|y − f (x)| − ε otherwise
Different from BPNN, radical basis function neural net-
works (RBFNN) uses the nonlinear radical basis functions where ε defines the size of tube or, in other words, the max-
(RBF) as the activation function in the hidden layer, like imum error allowed in regression.
Gaussian function: By introducing slack variables ξ , the problem can be trans-
− (x−θ2 )
2 formed into an optimization problem as below:
f (x − θ ) = e σ (4)

n
where (x − θ) represents the mean value of Gaussian distrib- Minimize C (ξi + ξ ∗j ) + 1
2 w2
i=1
ution, and σ 2 stands for the variance. ‘Spread’ is a parameter (yi − (w · ϕ(x) + b)) ≤ ε + ξi , (9)
that reflects the changing speed of RBF. The larger value s.t. (y j − (w · ϕ(x) + b)) ≥ ε + ξ ∗j
of spread means that the neurons are required to fit a fast- ξi , ξ ∗j , ε ≥ 0, i = 1, 2, . . . , n
changing function, while a smaller spread indicates that the
neurons are needed to fit a smooth function. Because in ε-SVR, selection of ε in ε-sensitivity loss func-
Similarly, for wavelet neural network (WNN), the wavelet tion is difficult, ν-SVR is designed to overcome this problem
function imbedded in hidden layer is regarded as the activa- by introducing another parameter v ∈ (0, 1] for controlling
tion function. This function could be described as follow. the number of support vector. And in ν-SVR, the optimization

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problem that was transformed by introducing slack variable
ξ is transformed as follows:

n services/welfare &
Minimize C(vε + 1
n (ξi + ξ ∗j )) + 1
2 w2
i=1
(yi − (w · ϕ(x) + b)) ≤ ε + ξi ,
s.t. (y j − (w · ϕ(x) + b)) ≥ ε + ξ ∗j
ξi , ξ ∗j , ε ≥ 0, i = 1, 2, . . . , n
Both Eqs. (9) and (10) can be solved by solving their
dual problem, which are finally transformed by introducing
Lagrange multipliers and utilizing optimality constraints:

Nsv
f (x, λi , λ∗j ) = (λi − λ∗j )K (x, xi ) + b
i=1
where Nsv is the number of support vectors, and K (x, xi ) =
ϕ(x)·ϕ(xi ) is the kernel function, and λi and λ∗j are Lagrange
multipliers.
It is important that the value of kernel functions is equal
to the inner product of two vectors in feature space, which
is K (xi , x j ) = φ(xi )T φ(x j ). SVR solves the problem in
high-dimensional feature space, and the utilization of kernel
function simplifies the problem that φ(x) is not need to be
computed. In addition, there are four commonly used kernel
functions listed below.
Linear kernel:
K (xi , x j ) = xiT x j
Polynomial kernel with parameters γ , d, r :
K (xi , x j ) = (γ xiT x j + r )d , γ > 0
Radial basis function (RBF) kernel with parameter γ :
 2
K (xi , x j ) = exp(−γ xi − x j  ), γ > 0 (14)
Sigmoid kernel with parameters γ , r :
K (xi , x j ) = tanh(γ xiT x j + r )
3 Data mining for unemployment rate prediction
3.1 Overview
Data mining techniques together with Web information, such
as neural networks (NNs) and support vector regressions
(SVRs), have been successfully applied to many research
topics [18,23]. However, there are seldom data mining–based
methods or systems to analyze the unemployment trend using
Web information. So, this paper proposes a data mining
methodology for the unemployment rate prediction using
search engine query data, which is one important type of Web
information. The framework of our proposed methodology
is illustrated in Fig. 2.
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Search Engine Query Data
Local/Jobs
Society/Social The Unemployment Rate Data
unemployment
(10)
Training set Testing set
Feature Selection
Data Mining Tools
(11)
No Evaluation
Methods/Models
Yes
The Unemployment Rate Prediction
Fig. 2 The framework of the unemployment rate prediction
As can be seen from Fig. 2, the main process of the pro-
posed framework can be decomposed into the following four
(12) steps.
Step 1: Data collection Both the search engine query data
and the unemployment data are collected to help
(13)
build the model. Suggested in [4], two types of the
query data, “Local/Jobs” and “Society/Social Ser-
vices/Welfare & Unemployment”, are supposed to
be related to the unemployment queries. The weekly
counts for the query data are available from 2004
to now at the Google Search Insight (http://www.
(15) google.com/insights/#), and the unemployment data
is available at US Department of Labor (http://www.
ows.doleta.gov/unemploy/claims.asp).
Step 2: Feature selection The query data collected in the
first step is of the low correlation with the pre-
dict target. To exclude these outliers and improve
the performance of the model, a Pearson function
is applied to calculate the correlation coefficient
between each feature and the predicted target [9].
Through correlating the search engine query data
and the unemployment data, the top 100 features
(see “Appendix”) with highest correlation values are
chosen as the original feature set.
Step 3: Modeling Different data mining tools are tested to
measure the fitness between the search engine query
data and the unemployment rate data. The details are
described in Sect. 3.2.
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Step 4: Prediction The designed models are taken through
an iterative validation process using various evalua-
tion methods such as cross-validation method with
different evaluation criteria, until the model with
best performance is selected. The selective predictor
with the best feature subset and the optimal parame-
ters is used to forecast the unemployment trend.
3.2 The modeling process
In this subsection, different data mining tools including NNs
and SVRs are used to model the relationship of search engine
query data and the unemployment rate data. To improve the
performance of models, genetic algorithm (GA), which imi-
tates the biological reproduction, is employed to optimize
the model’s parameters and features generated in feature
selection phase. The genetic representation of parameters and
features is shown in Fig. 3, and the GA-based data mining
methods are summarized in Fig. 4.
As can be seen from Fig. 4, a population consists of a
group of chromosomes and it is generated randomly in the
first generation according to the number and size of chromo-
somes. During the selection process, the fitness value of each
chromosome is calculated through fitness function, which
is served as an evaluation indicator to determine whether
this chromosome could appear in next generation: The chro-
mosome with low fitness value is dropped out, and a new
chromosome is added automatically. From the second gen-
eration, the crossover and mutation may happen to some
chromosomes in accordance with some possibilities. The
crossover means that two chromosomes exchange their genes
from a fixed point and develop into two new chromosomes,
while mutation indicates a sudden change in genes on a chro-
mosome. Then, the fitness function is applied again. This
iteration may not stop until the maximum generation of evo-
lution. In this experiment, the maximum generation of evo-
lution is set at 100, and the initial size of population is set
at 60, which means 60 possible feature groups are selected
randomly at first.
The fitness function is calculated by the performance of
neural networks and support vector regression separately. In
neural network models, three different neural networks are
implemented to train and test the selected features and para-
meter(s), namely BPNN, RBFNN, and WNN. In support
0 1 ... 0 ... 0 0 ... 1 0
Randomly initializing GA
P1 ... Pm F1
populations
Parameter Set
Fig. 3 Genetic representation
Randomly initializing GA
populations
Selection
Dataset
Crossover
Crossover Training set Testing set
Fitness Function Data mining models
RMSE
No Maximal
Generation ?
Yes
The Selective Data Mining Models
with Proper Feature s and Parameters
Unemployment Rate Prediction
Fig. 4 The GA-based data mining method
vector regression models, ε-SVR and v-SVR are imple-
mented with four different kernel functions: linear, poly-
nomial, RBF, and sigmoid kernel. In the process of fitness
function construction, a five-fold cross-validation, in which
the data are divided into five folds evenly, is carried out,
and each time, four folds are trained by neural networks or
support vector regressions, while the other fold is used as
testing set and is used to validate the performance of data
mining models; furthermore, the average RMSE is calcu-
lated through this fivefold cross-validation, and 1/RMSE is
chosen as the value of fitness function.
4 Empirical analysis
4.1 Data description and evaluation criteria
The US government only releases a monthly report of unem-
ployment rate to the public. In order to improve the prediction
performance, instead of forecasting the unemployment rate
itself, the Unemployment Initial Claims (UIC) is used in our
experiments. UIC is a leading indicator of US labor market
1 0 ... 1 to estimate the unemployment rate, which is a weekly report
that issued by US Department of Labor. Thus, the weekly
F2
F3 ... Fn initial claims data are collected from the Web site of the US
Department of Labor.
Feature Set On the another hand, as proposed in [4], two types
of the query data, “Local/Jobs” and “Society/Social Ser-
vices/Welfare & Unemployment”, are supposed to be related
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to the unemployment queries. More specifically, different
states in US like “Washington unemployment”, differ-
ent types of jobs like “police jobs”, and their combina-
tion like “engineer in NY”, are included in “Local/Jobs”.
Moreover, “Society/Social Services/Welfare & Unemploy-
ment” consists of the social reasons for unemployment,
the social service for unemployment, such as “unemploy-
ment insurance”, and so on. The Google keyword tool
(https://adwords.google.com/) is utilized to collect the query
data, and 500 key words are collected as the raw fea-
ture set based on the two types. Then, the time series of
weekly counts for these queries are available from Jan-
uary 2004 to March 2011 in the Google Search Insight,
with normalized values between 0 and 100. The UIC
data from January 2004 to March 2011 are available at
the US Department of Labor (http://www.ows.doleta.gov/
unemploy/claims.asp).
In addition, for comparison, the indicator of root-mean-
square error (RMSE) is used to measure the prediction
results. Given n pairs of actual values (Ai ) and the predictive
values (Pi ), the indicator can be calculated as follows:
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4.2 Details of models
As introduced in Sect. 2, the important parameters for each
data mining model are crucial for the performance of these
models. Therefore, in the experiment, for each NN or SVR
with different activation/kernel functions, these parameters
should be optimized by GA, which are displayed in Table 1
following.
4.3 Models comparison and selection
According to the experimental design aforementioned,
detailed experiments with different models are conducted.
Tables 2,3, and 4 reflect the performances of GA-NN and
GA-SVR models with different activation functions or ker-
nels in terms of RMSE, MAE, and MAPE, respectively.
As it can be seen from Table 2, in terms of RMSE, overall
speaking, it is obvious that GA-SVR models outperform GA-
NN models except SVRs with sigmoid kernel, which may
reflect that sigmoid kernel is not suited for this problem. In
addition, NN with activation of hyperbolic tangent (BPNN)


n outperforms NN with RBF activation function (RBFNN) and


RMSE =  (Ai − Pi ) 2 n (16) NN with wavelet activation function (WNN) greatly, and
i=1 WNN performs the worst, which may also inflect that wavelet
 function is not a suitable activation function in this problem.

n
MAE = |Ai − Pi | n (17) Next, when comparison is conducted within SVRs, ν-SVRs
i=1 outperform ε-SVRs if kernel is identical. What is more, in the

n
|Ai − Pi | average point of view, ν-SVR with polynomial kernel per-
MAPE = n (18) forms the best, and the best result also comes from ν-SVR
Ai
i=1 with polynomial kernel in iteration 5.

Table 1 Parameters of SVRs to be optimized

Model Activation/kernel function Parameters

NN Hyperbolic tangent Learning rate

RBF Spread
Wavelet Learning rate 1 (for adjusting the weights of network) and learning rate 2 (for adjusting the scale factor
and displacement factor)
ε-SVR Linear ε in Eqs. (8), (9), (10), C in Eqs. (7), (9), (10) and e which is the value of condition for stop training
Poly γ in Eqs. (13), (14), (15), d in Eq. (13), r in Eqs. (13), (15), ε in Eqs. (8), (9), (10), C in Eq. (7), (9), (10)
and e which is the value of condition for stop training
RBF γ in Eqs. (13), (14), (15), ε in Eqs. (8), (9), (10), C in Eqs. (7), (9), (10) and e which is the value of
condition for stop training
Sigmoid γ in Eqs. (13), (14), (15), r in Eqs. (13), (15), ε in Eqs. (8), (9), (10), C in Eqs. (7), (9), (10) and e which is
the value of condition for stop training
ν-SVR Linear ν in Eq. (10), C in Eqs. (7), (9), (10) and e which is the value of condition for stop training
poly γ in Eqs. (8), (9), (10), d in Eq. (13), r in Eqs. (13), (15), ν in Eq. (10), C in Eqs. (7), (9), (10) and e which
is the value of condition for stop training
RBF γ in Eqs. (8), (9), (10), ν in Eq. (10), C in Eqs. (7), (9), (10) and e which is the value of condition for stop
training
Sigmoid γ in Eqs. (8), (9), (10), r in Eqs. (8), (10), ν in Eq. (10), C in Eqs. (7), (9), (10) and e which is the value of
condition for stop training

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Table 2 Performance results in terms of RMSE

Model Activation/kernel function Iteration Average
1 2 3 4 5

NN Hyperbolic tangent 77,957.73 79,619.08 76,909.18 88,358.48 79,610.98 80,491.09

RBF 106,410.07 136,737.73 255,692.73 177,538.48 126,402.07 160,556.22
Wavelet 164,882.24 144,489.20 218,489.45 180,275.99 196,644.55 180,956.29
ε-SVR Linear 53,194.09 56,290.26 55,020.55 54,680.86 57,409.90 55,319.13
Poly 55,193.32 55,788.99 53,336.77 59,073.74 56,444.20 55,967.40
RBF 67,840.33 57,772.81 57,925.41 57,730.18 55,707.13 59,395.17
Sigmoid 100,893.90 336,514.17 110,264.82 121,147.52 114,994.74 156,763.03
ν-SVR Linear 53,691.49 51,854.42 54,903.67 55,957.82 51,358.71 53,553.22
Poly 52,578.54 51,799.83 52,961.33 55,934.42 50,330.03 52,720.83
RBF 54,326.95 56,733.23 50,505.49 51,385.02 52,649.24 53,119.98
Sigmoid 119,182.46 102,275.04 111,150.78 112,942.50 99,708.12 109,051.78

As revealed in Table 3, in terms of MAE, similar results
can be found. GA-SVR models perform better than GA-NN
models except for SVRs with sigmoid kernel. In addition,
ν-SVRs outperform ε-SVRs under conditions that their ker-
nels are same. The best average performance is generated by
ν-SVR with RBF kernel, and it is different from the result
in terms of RMSE. Moreover, the best performance comes
from ν-SVR with RBF kernel in iteration 3.
When performance results are evaluated in terms of
MAPE, which is reflected in Table 4, the analyses are nearly
exactly the same: (1) SVRs perform better than NNs in most
circumstance, (2) ν-SVRs outperform ε-SVRs if kernels are
same, (3) best average result comes from ν-SVR with RBF
kernel, and (4) ν-SVR with RBF kernel in iteration 3 yields
best performance.
Grounded on the similar results in terms of different per-
formance evaluator, several implications are concluded: (1)
SVRs perform better than NNs in most circumstance, (2)
ν-SVRs outperform ε-SVRs if kernels are same, (3) WNN
and SVR with sigmoid kernel are not suitable to tackle this
problem, because of their relatively poor performances when
compared with the others, (4) best average result comes from
ν-SVR with RBF kernel, and ν-SVR with RBF kernel is best
suited for this problem.
4.4 Prediction and further discussion
According to the result analyses above, model ν-SVR with
RBF kernel in iteration 3 is chosen as the model for the final
prediction. The model ν-SVR with polynomial kernel in iter-
ation 5, which performs best in terms of RMSE, is not chosen
for (1) in terms of MAE and MAPE, and model ν-SVR with
RBF kernel in iteration 3 performs better; and (2) even in
terms of RMSE, model ν-SVR with RBF kernel in iteration
3 performs only slightly worse (50505.49 versus 50330.03).

Table 3 Performance results in terms of MAE

Model Activation/kernel function Iteration Average
1 2 3 4 5

NN Hyperbolic tangent 58,010.78 60,887.08 56,901.86 66,254.51 56,909.93 59,792.83

RBF 64,166.28 87,371.29 110,593.98 99,175.90 76,442.86 87,550.06
Wavelet 145,274.03 124,797.69 200,542.05 161,490.04 175,488.29 161,518.42
e-SVR Linear 41,401.69 44,171.93 41,412.31 41,702.17 44,037.61 42,545.14
Poly 42,718.27 41,770.96 41,214.89 44,187.66 44,018.46 42,782.05
RBF 53,664.54 43,167.90 43,324.22 43,446.21 42,147.97 45,150.17
Sigmoid 79,626.90 205,544.91 93,198.05 94,959.17 93,480.45 113,361.90
v-SVR Linear 38,918.37 39,442.63 40,536.70 41,618.78 38,218.97 39,747.09
Poly 38,353.66 39,649.21 39,951.25 40,081.89 37,886.79 39,184.56
RBF 38,638.26 39,689.48 36,305.30 36,687.78 37,753.21 37,814.81
Sigmoid 93,814.35 88,568.73 78,217.22 84,028.40 77,205.05 84,366.75

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Table 4 Performance results in terms of MAPE

Model Activation/Kernel function Iteration Average
1 2 3 4 5

NN Hyperbolic tangent 14.82 15.84 14.30 16.95 14.24 15.23

RBF 16.32 21.26 28.21 24.46 18.36 21.72
Wavelet 43.78 35.20 60.92 49.14 53.58 48.53
e-SVR Linear 10.96 11.55 10.82 10.77 11.61 11.14
Poly 11.34 11.14 11.00 11.31 11.96 11.35
RBF 14.68 11.53 11.50 11.40 11.04 12.03
Sigmoid 21.17 50.59 26.36 23.96 25.69 29.56
v-SVR Linear 9.91 10.22 10.18 10.72 9.76 10.16
Poly 9.74 10.63 10.70 10.04 10.06 10.24
RBF 9.89 10.10 9.18 9.29 9.46 9.58
Sigmoid 23.86 24.95 17.84 20.63 19.17 21.29

Table 5 Details of the model selected

Parameter γ ν C e
0.12503 0.56357 2.3622 0.10823

Selected features
No. 5, 8, 12, 13, 16, 19, 22, 24, 25, 29, 30, 31, 32, 35, 36, 38, 39, 41, 44, 45, 50, 51, 52, 53, 59, 60, 61, 62, 67, 69, 70, 73, 75, 76, 77, 78, 80,
81, 82, 85, 87, 88, 89, 91, 93, 95, 97, 99, and 100

The details of the parameters related to this model and the
features selected are listed in Table 5, and the numbers with
corresponding key words features are displayed in “Appen-
dix.”
When the selected model is applied to predict the real
value of unemployment rate, the performance of it is not as
good as the one in the experiment aforementioned. This may
be due to the overfitting of the model in training process.
The prediction result of select model and the real unemploy-
Fig. 5 Prediction result with real unemployment rate value
ment rate are compared visually in Fig. 5 below, and it is
not rude to conclude that the predicted value generally fol-
lows the trend of real unemployment rate as shown in Fig. 5.
The RMSE, MAE, and MAPE are 68,182.55, 54,241.10, and
12.54, respectively. The worse performance may be caused
by the outliers that occurred between 10-12-26 and 11-01-22.
5 Conclusions
This paper presents a novel data mining framework for the
unemployment rate prediction using search engine query
data. Under the framework, GA-based data mining meth-
ods are proposed to forecast the unemployment rate. In the
proposed method, the proper feature subset and the optimal
parameters are selected. In terms of evaluation criteria, the
empirical results show the efficiency and effectiveness of the
proposed framework and also revealed that among these data
mining tools, the GA-based ν-SVR with RBF kernel shows
dominant advantages for the unemployment rate prediction.
So, it indicates that the proposed framework can be used as
a potential alternative to analyze the unemployment trend.
Besides, the timely search engine query data could generate
simultaneous prediction result, which could help government
and scholars deal with unemployment trend without delay.
In addition, this study also has some research questions
for further studies. Firstly, under our proposed framework,
other data mining tools, such as ensemble methods, can be

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used to forecast the unemployment trend for a more stable 21 unemployment claims 71 new york unemployment
solution. Secondly, some other Web information, including benefit
Web content information and Web link information, can be 22 unemployment apply for 72 unemployment insurance
used to improve the forecast performance. Thirdly, in this benefit
paper, the primary data set of search engine query is rel- 23 apply for unemployment 73 unemployment dol
atively large, and thus an efficient feature group, which is 24 unemployment ca 74 unemployment info
small and reasonable, should be built to forecast unemploy- 25 unemployment services 75 unemployment commission
ment rate. Fourthly, an online unemployment analysis and 26 unemployment security 76 michigan unemployment
benefits
forecast system (UAFS) can be developed to assist govern-
ments and organizations for early-warning and decision sup- 27 unemployment 77 weekly unemployment
insurance
port. Finally, the proposed methodology can also be applied
28 to file unemployment 78 weekly unemployment
to other research fields, especially to society hot spot, such benefits
as real estate market, crude oil market, and foreign exchange 29 unemployment benefits 79 nyc unemployment benefits
market.
30 file for unemployment 80 green jobs
online
Acknowledgments This research work was partly supported by 973 31 ohio unemployment 81 how to claim unemployment
Project (Grant No. 2012CB316205), National Natural Science Foun- benefits
dation of China (Grant No. 71001103) and Beijing Natural Science 32 unemployment file 82 unemployment rate
Foundation (No. 9122013). claims
33 to file for unemployment 83 unemployment insurance
Appendix: The top 100 search engine query data benefits
34 unemployment benefits 84 unemployment weekly
pa benefits
No. Key words No. Key words 35 unemployment benefit 85 online unemployment
application
1 filing unemployment 51 ohio unemployment rate 36 nys dept labor 86 unemployment rate ny
2 unemployment filing for 52 unemployment ny 37 state unemployment 87 jobs in usa
3 unemployment office 53 unemployment benefit
compensation 38 connecticut 88 new york unemployment
unemployment benefits benefits
4 file for unemployment 54 unemployment in az
39 dept of unemployment 89 benefits for unemployment
5 unemployment file for 55 to apply for unemployment
40 nys dept of labor 90 police jobs
6 unemployment state 56 unemployment insurance
claim 41 for unemployment 91 dc unemployment
benefits
7 state of unemployment 57 unemployment department
42 uimn.org 92 unemployment in kansas
of labor
43 unemployment in 93 mass unemployment benefits
8 insurance unemployment 58 department of labor
michigan
unemployment
44 unemployment benefit 94 unemployment online
9 washington 59 labor department claim
unemployment unemployment 45 unemployment payment 95 unemployment in florida
10 unemployment file 60 unemployment check 46 unemployment in 96 eligible for unemployment
11 unemployment insurance 61 unemployment for mn colorado
12 unemployment apply 62 unemployment in indiana 47 apply for unemployment 97 benefits of unemployment
online insurance
13 department of 63 unemployment in california
unemployment 48 unemployment benefits 98 unemployment eligibility
14 unemployment website 64 snag a job insurance
49 application for 99 construction jobs
15 unemployment 65 unemployment grants unemployment
application 50 benefits unemployment 100 unemployment rate recession
16 unemployment new york 66 unemployment in insurance
pennsylvania
17 washington state 67 unemployment benefit
unemployment insurance
18 Wisconsinunemployment 68 claim unemployment benefit
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