Synthesis of Time Series Forecasting Scheme Based on Forecasting Models System

نویسندگان

  • Fedir Geche
  • Vladyslav Kotsovsky
  • Anatoliy Batyuk
  • Sandra Geche
  • Mykhaylo Vashkeba
چکیده

This article is dedicated to the development of time series forecasting scheme. It is created based on the forecasting models system that determines the trend of time series and its internal rules. The developed scheme is synthesized with the help of basic forecasting models "competition" on a certain time interval. As a result of this "competition", for each basic predictive model there is determined the corresponding weighting coefficient, with which it is included in the forecasting scheme. Created forecasting scheme allows simple implementation in neural basis. The developed flexible scheme of forecasting of economic, social, environmental, engineering and technological parameters can be successfully used in the development of substantiated strategic plans and decisions in the corresponding areas of human activity.

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تاریخ انتشار 2015