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Портал Begell Электронная Бибилиотека e-Книги Журналы Справочники и Сборники статей Коллекции
Journal of Automation and Information Sciences
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN Печать: 1064-2315
ISSN Онлайн: 2163-9337

Выпуски:
Том 51, 2019 Том 50, 2018 Том 49, 2017 Том 48, 2016 Том 47, 2015 Том 46, 2014 Том 45, 2013 Том 44, 2012 Том 43, 2011 Том 42, 2010 Том 41, 2009 Том 40, 2008 Том 39, 2007 Том 38, 2006 Том 37, 2005 Том 36, 2004 Том 35, 2003 Том 34, 2002 Том 33, 2001 Том 32, 2000 Том 31, 1999 Том 30, 1998 Том 29, 1997 Том 28, 1996

Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v33.i5-8.290
9 pages

Comparative Analysis of Methods for Prediction of Economic Parameter

Olga V. Dudnik
Research and Training Complex "Institute of Applied Systems Analysis" of National Academy of Sciences of Ukraine and Ministry of Education and Science of Ukraine, Kyiv, Ukraine

Краткое описание

Some modern directions of the statistical analysis and prediction of dynamic series are described. On examples of two real dynamic series, namely, for the Ukrainian hrivna rate relative to the US dollar and the Russian rouble for the second half of 1997, the operation of such prediction methods as the Brown method, the method of exponential smoothing with application of the Laguerre orthogonal polynomials, the adaptive Kalman filter is investigated. The regression model of a process was also constructed for these series, which is later tested for heteroscedasticity. The results of application of the noted above methods and comparison of their potentials are presented.


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