Прогнозування часового ряду за моделлю нормалізації

• Date: 2025
• Main Authors: Bondarenko, Viktor, Bondarenko, Valeriia
• Format: Article
• Language: English
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2025
• Subjects: оптимальний прогноз; стохастична модель; оцінювання параметрів; фрактальний броунівський рух
• Online Access: http://journal.iasa.kpi.ua/article/view/336056
• Journal Title: System research and information technologies

Empirical constructions of time series models based on the reduction of initial data to normally distributed values have been proposed. The goal of a normalization method is to construct an optimal forecast that is linear for the updated data, and the forecasted original data is recovered through th...