Development of algorithms of cyclical components allocation of economic data

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His article deals with a brief analysis of the theory of cycles and a problem of allocation of cyclic components from a general dynamics of economic situation is also considered. As a solution of this problem the asynchronous harmonic analysis algorithm based on spectrum analysis and digital filtering algorithm is proposed. The proposed algorithms have been tested for allocation of «Lukoil» stock quotes cycles.

Economic cycle, economic situation, harmonic, trend, spectrum analysis, power spectral density, fourier transformations

Короткий адрес: https://sciup.org/148317554

IDR: 148317554

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