SYNERGETIC METHOD OF A QUANTITATIVE FORECASTING OF ECONOMICTIMES SERIES

Resultado de pesquisa: Articlerevisão de pares

Resumo

In the article, a synergetic method of the economic time series forecasting on the basis of the modified method of Hurst is discussed. It is a new nonlinear method of predicting the development of economic systems according to time series on macro- and mesolevels. The main theorem underlying the forecasting method is formulated and strictly proved: for a chaotic series of a particular length it is possible to specify a time interval where the series is reliably predicted with the Hurst exponent more than 0.5. The examples of the fractal characteristics’ calculation and the forecasting taking into account time of reliable forecast of the socioeconomic indexes’ behavior - oil prices, natural gas prices, the Dow Jones index, the «euro-dollar» prices, the Gross Domestic Product, and some other indicators at the regional level are given. All calculations are carried out by means of the specialized software product upgraded for the task solution set in this article.
Idioma originalEnglish
Páginas (de-até)250-259
Número de páginas10
RevistaEconomy of Region
Número de emissão4(36)
Estado da publicaçãoPublished - 2013

GRNTI

  • 06.00.00 ECONOMY AND ECONOMIC SCIENCES

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  • VAK List

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