НОВЫЕ МЕТОДЫ ПРЕДСКАЗАНИЯ ЭКОНОМИЧЕСКИХ/ФИНАНСОВЫХ ДАННЫХ, ОСНОВАННЫЕ НА КВАЗИ-ПЕРИОДИЧЕСКИХ РАЗЛОЖЕНИЯХ ПРОНИ
Р. Р. Нигматуллин (КНИТУ-КАИ),
Т. Мачадо (ISEP-Institute of Engineering, Polytechnic of Porto)

We suggest an original method for forecasting data based on the Prony decomposition. Under forecasting procedure we understand a possible prolongation of the fitting function which describes of the known optimal trend in terms of the Prony decomposition. We give some arguments justifying the selection of the Prony function as the fitting function. All trading days data cover the period (1.01.2013-31.03.2015). We do hope that this new method will give to traders and economists additional possibilities for analysis and forecasting of random time-series associated with economic data having different lengths.

ПРЕЗЕНТАЦИЯ

ВИДЕО ДОКЛАДА: