USING THE GROUP METHOD OF DATA HANDLING FOR ANALYSIS OF BEHAVIOR OF THE PFTS INDEX
Journal Title: Вісник Одеського національного університету. Економіка. - Year 2017, Vol 22, Issue 10
Abstract
Algorithms of group method of data handling for analysis of dynamics of PFTS index are considered in the article. Peculiarities of constructing models using the algorithm of multi-row selection were studied, in particular, the influence of the length of the partial description on the accuracy of the construction of models and the influence of the methods of distributing the sample on the learning and test sequences. The optimal length of the partial description and the optimal ratio between the learning and the test samples were identified. The selected algorithm is applied for PFTS index data from 2005 to 2016.
Authors and Affiliations
A. S. Makarov, V. K. Shymoniuk, P. M. Hryhoruk
Keywords
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