IJPAM: Volume 113, No. 4 (2017)
TitleINTEGRAL MODEL AND FORECASTING OF
VECTOR DYNAMIC SERIES OF ECONOMIC PARAMETERS
AuthorsMukhtarbay Otelbaev, Makhmud A. Sadybekov, Berik I. Tuleuov
Eurasian National University
Institute of Mathematics and Mathematical Modeling
AbstractIn the assumption of existence of forecasting transformation and under condition of its continuity we give a way (algorithm) of construction of this transformation. This transformation is applied to forecasting of economic processes which are defined by a large number of factors. The offered model of forecasting most considers mutual influence of change of all quantitative indices in big system in the reporting period on result of each parameter in the perspective period. Universality of model allows to make easily its further modification for use at the solution of a wide range of economic, production, marketing and financial tasks, everywhere, where the effective forecast allows to rationalize administrative decisions and to receive qualitative results in the future. Also, this method can easily be parallelized.
Received: December 15, 2016
Revised: January 30, 2017
Published: March 30, 2017
AMS Classification, Key Words
AMS Subject Classification: 62M10, 62M20, 90A20
Key Words and Phrases: forecasting, time series, ill-conditioned matrix, econometrics
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How to Cite?DOI: 10.12732/ijpam.v113i4.12 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Pages: 125 - 138
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