Journal of Siberian Federal University. Engineering & Technologies / Analysis of Application of the Combined Models at Short-Term Forecasting of Time Series

Full text (.pdf)
Issue
Journal of Siberian Federal University. Engineering & Technologies. 2014 7 (3)
Authors
Pyanykh, Artem A.
Contact information
Пьяных, А.А.:Сибирский федеральный университет, Россия, 660041, Красноярск, пр. Свободный, 79; E-mail: ; Pyanykh, Artem А.:Siberian Federal University 79 Svobodny, Krasnoyarsk, 660041, Russia
Keywords
time series; forecasting; adaptive model
Abstract

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

Pages
359-363
Paper at repository of SibFU
https://elib.sfu-kras.ru/handle/2311/10383

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