On buildingthe models of enterprise activities by eigenstate method

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In article the problem of forecasting of enterprises development is considered. For the solution of problem the eigenstate method is offered to use. At calculation of coefficients of eigenstates either covariance matrix or matrix of the initial second moments is offered to use. Building of enterprise model is carried out with use of those eigenstates which either satisfy conditions of effective enterprise development or most fully describe the main tendencies of enterprise development. The algorithm of forecasting represents iterative procedure of calculation of principal component of eigenstates. Research of efficiency of iterative algorithm is carried out on the example of forecasting of activity of the oil and gas company. Estimate of accuracy of the presented iterative algorithm is implemented by cross-validation procedure. Value of forecasting error received by means of iterative algorithm is compared with forecasting error value of the regression analysis.

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Enterprise, forecasting algorithm, principal component, eigenstates

Короткий адрес: https://sciup.org/147155082

IDR: 147155082   |   DOI: 10.14529/ctcr150408

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