Comparative Analysis OF TIME SERIES forecastING based on the trend model and adaptive Brown`s model
Journal Title: Телекомунікаційні та інформаційні технології - Year 2018, Vol 141, Issue 1
Abstract
Article dwells upon statistical methods of analysis of time series, construction of trend and trend-seasonal models of time series and their usage for forecasting of the development of economic processes. A comprehensive comparison of time series forecasting using a trend model and an adaptive Brown model is also performed. The forecasting of the bitcoin rate against the dollar is compared using these two models.
Authors and Affiliations
Oles Dibrivnyi
Keywords
Related Articles
- EP ID EP461091
- DOI -
- Views 105
- Downloads 0
METHOD FOR CONSTRUCTING A STABILIZATION FUNCTION FOR MANAGING CYBERSECURITY ON THE BASIS OF THE MATHEMATICAL MODEL OF OSCILLATIONS UNDER THE ACTION OF FORCES WITH A DELAY
The article studies cyber security management systems, in which there is a downtime - a separate type of adaptive systems. Made the analysis of the reasons that influence the appearance of delay (downtime) in information...
DIAGNOSTIC MODEL OF THE GENERALIZED MODULE OF THE DIGITAL DEVICE BASED ON THE IMPROVED ENERGY DYNAMICAL SPECTRAL METHOD
In the article the method of constructing a diagnostic model of the logic elements of a digital device for the advanced spectral method of diagnosing on the basis of transient processes in the power bus is developed. The...
A multicast routing model supporting shared explicit reservation of link resource.
A mathematical model for multicast routing supporting shared explicit reservation of link resource was presented, which is introduced by linear expressions that responsible for ensuring the connectivity of the calculated...
Analysis of efficiency of signal filtering algorithm built on the basis of L-group operations.
Signal filtering (signal extraction) problem is formulated within signal space with L-group properties. We consider algorithm of narrowband (in radioengineering sense) signal filtering that is based on the method of lin...
Method zero-knowledge identification of remote users.
. In article the new method for implementation of theoretical strong identification of remote abonents or tample-resistant devices of multiuser systems, based on zero-knowledge conception is presented. The need for eff...