自动化与信息科学期刊
每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
Comparative Analysis of Some Forecasting Methods on Nonstationary Processes
卷 40,
册 3, 2008,
pp. 59-69
DOI: 10.1615/JAutomatInfScien.v40.i3.60
摘要
Two types of mathematical models are proposed to forecast the process of stock price formation on gold. To ensure the insightful analysis of the nonstationary processes of this kind, the probabilistic dynamic Bayesian network is proposed. GMDH and autoregressive model that supplemented the probabilistic model improved the quality of decisions taken while stock exchange operations. The comparative analysis is performed and the best models are selected for the processes analyzed. The model for a short-term forecast of the conditional variance of the process is constructed.
485 文章浏览量
17 文章下载
统计数据
相似内容的文章:
最新一期
Modeling of Configurations Formed when Using Microneedle Systems
Properties of Large Deviations of Empirical Estimates in a Stochastic Optimization Problem for a Homogeneous Random Field
The Dynamics of One Arms Race Mathematical Model with a Delay
Some Ways to Modeling Input Data for Information Search in the Library of Standards when Solving Semantics Problems
Method for Constructing Primitive Polynomials for Cryptographic Subsystems of Dependable Automated Systems
Complete Asymptotics of Approximations by Certain Singular Integrals in Mathematical Modeling
Index, Volume 52, 2020