For method of discrete forecasting on the basis of Hurst function the influence of R/S function change with time on the temporal characteristics and the accuracy of forecasting is considered. It is shown the effect of economic system parameters change at expanding of R/S function variation range. Also the sensitivity of the Hurst exponent lower boundary to the time of forgetting the initial conditions is shown. As an example, the calculations for both the macroeconomic parameters with small time of reliable forecasting and for mesolevel economic parameters are presented. It is shown that the method based on the Hurst function is a decent method for forecasting which allows to estimate the reliable forecasting time, to take into account in forecasting the changes in the control parameters of the economic system investigated, as well as to find for reliable forecasting the segment of the source time series with the highest stability of control parameters.
|Título traduzido da contribuição||THE EFFECTS OF HIRST FUNCTION CHANGING AT THE POSSIBILITY OF ECONOMIC FORECASTING|
|Número de emissão||10-7|
|Estado da publicação||Published - 2013|
Level of Research Output
- VAK List