Прогнозування індексу споживчих цін в Україні з використанням регресійних моделей і фільтра Калмана

• Date: 2015
• Main Authors: Karayuz, I. V., Bidyuk, P. I.
• Format: Article
• Language: English
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2015
• Online Access: http://journal.iasa.kpi.ua/article/view/59424
• Journal Title: System research and information technologies

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...