Системний підхід до прогнозування на основі моделей часових рядів

Constructing of forecasting functions is considered for the following classes of processes: stationary autoregression and autoregression with moving average part, processes with deterministic and stochastic trends, heteroscedastic and cointegrated processes. The forecasting functions are given deriv...

Full description

Saved in:
Bibliographic Details
Date:2019
Main Author: Bidyuk, P. I.
Format: Article
Language:Ukrainian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2019
Online Access:http://journal.iasa.kpi.ua/article/view/173911
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:System research and information technologies

Institution

System research and information technologies

Similar Items