THE RESEARCH INTO THE PROBLEM OF STATISTICALLY INDETERMINATE TIME SERIES PREDICTION

Authors

  • V. M. Galai

DOI:

https://doi.org/10.26906/SUNZ.2018.2.034

Keywords:

prediction, identification, measurement, signals, obstacles, models, optimization

Abstract

In the article under consideration the appropriateness of prediction task optimizing according to related external prediction quality requirements based on the multitude of elements expanded by identification methods is proved by 15 mathematical models of time series and 4 methods of their identification.

Downloads

References

Bidyuk P.I., Polovtsev O.V. Analiz i modelyuvannya ekonomichnykh protsesiv perekhidnoho periodu. – Kyiv: NTU KPI, 1999. – 210 p.

Ferster E., Rents B. Metodyi korrelyatsionnogo i regressionnogo analiza. – M.: Finansyi i statistika. 1983. – 302 p.

Enders W. Applied Econometric Time Series. – New York: Wiley & Sons, Inc., 1995. – 433 p.

Minaev Yu.N., Filimonova O.Yu., Benameur Lies. Metodyi i algoritmyi identifikatsii i prognozirovaniya v usloviyah neopredelennosti v neyrosetevom logicheskom bazise. – M.: Goryachaya liniya-Telekom, 2003. – 205 p.

Ivahnenko A.G. Samoobuchayuschiesya sistemyi raspoznavaniya i avtomaticheskogo upravleniya. – К.: Tekhnika, 1969. – 392 p.

Yakovlev V.L., Yakovlev G.L., Lisitskiy L.A. Sozdanie matematicheskih modeley prognozirovaniya pri pomoschi neyrosetevyih algoritmov // Informatsionnyie tehnologii.

Ivahnenko A.G. Dolgostrochnoe prognozirovanie i upravlenie slozhnyimi sistemami. – К.: Tekhnika, 1975. – 312 p.

Silvestrov A.N, Chinaev P.I. Identifikatsiya i optimizatsiya avtomatichiskih sistem – M.: Energoatomizdat, 1983. – 280 p.

Tihonov A.N., Arsenin V.Ya. Metodyi resheniya nekorrektnyih zadach – M.: Nauka, 1979 – 286

Downloads

Published

2018-04-11

Issue

Section

Mathematical Models and Methods