Informational Decision Support System for Forecasting Financial and Economic Processes Based on Structural and Parametric Adaptation of Models

A concept is proposed for solving the problem of adaptive forecasting that is based on the system analysis methodology and combined use of preliminary data processing techniques, mathematical and statistical modeling, forecasting and optimal state estimation of the processes under study. The cyclical adaptation of a structure and model parameters on the basis of a set of statistical characteristics of a process under study provides a possibility for reaching high quality estimates of forecasts with condition that data is informative. The study performed gives a possibility for statement that the methodology proposed could be applied to analysis of a wide class of real life processes.

Publication year: 
2011
Issue: 
6
УДК: 
519-866
С. 42—53. Іл. 5. Бібліогр.: 15 назв.
References: 

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