Системний підхід до побудови регресійної моделі на часових рядах
A modified approach to mathematical models building of various processes using time series is proposed. The notion of model structure that allows to properly select a specific structure in the process of model construction is formulated. It is proposed to split the process of model construction in t...
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| Дата: | 2019 |
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| Автори: | , , |
| Формат: | Стаття |
| Мова: | Російська |
| Опубліковано: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2019
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| Онлайн доступ: | http://journal.iasa.kpi.ua/article/view/176466 |
| Теги: |
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| Назва журналу: | System research and information technologies |
Репозитарії
System research and information technologies| Резюме: | A modified approach to mathematical models building of various processes using time series is proposed. The notion of model structure that allows to properly select a specific structure in the process of model construction is formulated. It is proposed to split the process of model construction in the following five steps: process analysis, detection of non-linearity, selection of model structure for possible candidates, selection of parameter estimation methods and estimation of the candidates, and selection of the best fit model using a set of statistics. The approach proposed has been tested successfully on a set of examples of econometric model building. |
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