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Forecasting consumer price index in Ukraine with regression models and adaptive Kalman filter
The paper considers the problem of short term forecasting of consumer price index using regression models and adaptive Kalman filter. The main purpose of the study is constructing of high quality model for forecasting of consumer price index and application of Kalman filter for computing optimal est...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Навчально-науковий комплекс "Інститут прикладного системного аналізу" НТУУ "КПІ" МОН та НАН України
2015
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Series: | Системні дослідження та інформаційні технології |
Subjects: | |
Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/123530 |
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