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Адаптивные методы краткосрочного прогнозирования временных рядов - Лукашин Ю.П. 2003 PDF М. Финансы и статистика BOOKS SCIENCE AND STUDY
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Адаптивные методы краткосрочного прогнозирования временных рядов
Author: Лукашин Ю.П.
Year: 2003
Format: PDF
File size: 12 MB
Language: RU

Dedicated to the construction of statistical models with variable parameters for forecasting non-stationary time series. Adaptive models of polynomial and stochastic trends, seasonal and cyclic fluctuations, histograms, ARIMA, ARCH family models are considered. Examples of forecasting stock prices, currencies, gold prices are given. The materials of the manual were tested in classes at MESI, MIRBIS and other universities.

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