Analysis of application of the combined models at short-term forecasting of time series
Автор: Pyanykh Artem А.
Журнал: Журнал Сибирского федерального университета. Серия: Техника и технологии @technologies-sfu
Статья в выпуске: 3 т.7, 2014 года.
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It is proved on an example of model of Brown of a zero-order, that accuracy of forecasting increases at selection of length of an adaptable window, and also increase limits of admissible values of adaptation parameter. On the basis of results of computing experiment it is shown, that accuracy of forecasting raises with application of algorithms of a combination of models.
Time series, forecasting, adaptive model
Короткий адрес: https://sciup.org/146114849
IDR: 146114849
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