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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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Bibliographic Details
Main Authors: Karayuz, І.V., Bidyuk, P.I.
Format: Article
Language:English
Published: Навчально-науковий комплекс "Інститут прикладного системного аналізу" НТУУ "КПІ" МОН та НАН України 2015
Series:Системні дослідження та інформаційні технології
Subjects:
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/123530
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