Forecasting methods of non-stationary stochastic processes that use external criteria
Дата
2008
Автори
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Видавець
Анотація
The purpose of this work is to create and study an effective forecasting method of non-stationary stochastic processes in the case when observations in the base period are scarce.
Опис
Ключові слова
forecasting problems, H-criterion method, estimation of parameters, stochastic processes, forecasting
Бібліографічний опис
Kononenko I. Forecasting methods of non-stationary stochastic processes that use external criteria / I. Kononenko, A. Ryepin // The 28 International Symposium on Forecasting, 22-25 June 2008. – Nice, France, 2008. – p. 11.