Comparative Analysis OF TIME SERIES forecastING based on the trend model and adaptive Brown`s model

Abstract

Article dwells upon statistical methods of analysis of time series, construction of trend and trend-seasonal models of time series and their usage for forecasting of the development of economic processes. A comprehensive comparison of time series forecasting using a trend model and an adaptive Brown model is also performed. The forecasting of the bitcoin rate against the dollar is compared using these two models.

Authors and Affiliations

Oles Dibrivnyi

Keywords

Related Articles

СПОСІБ РЕАЛІЗАЦІЇ ІНТЕРФЕРОМЕТРИЧНОГО МЕТОДУ ВИЗНАЧЕННЯ ПАРАМЕТРІВ ОБ'ЄКТУ ЛОКАЦІЇ

At the present stage of development of the electronics and the tendency to complicate electromagnetic situation, the role of radio monitoring as a tool to ensure its control. Among the main tasks of the central place occ...

World indexes of introduction and use of mobile technologies.

The article describes the implementation and use of global indicators of mobile technology. The article considers the development of the mobile communications generations since the transition from the development of the...

Technical and economic aspects of the integrated systems based on electrical distribution networks

The possibility of implementing BPL technology as a technology access networks are considered. A comparative analysis of possible alternative technologies is made. Their advantages and disadvantages are clarified. Requir...

METHOD OF ANALYSIS OF STRUCTURAL FUNCTIONAL STABILITY OF THE BRANCHED INFORMATION NETWORK

In the given work the method of analysis of structural functional stability of the branched information network is developed on the probabilistic criterion on the basis of the Schwarz-Wagner algorithm for determining the...

INVESTIGATION OF PECULIARITIES OF RANGE ALGORITHMS AND DETERMINING OPPORTUNITIES FOR USE IN NGN NETWORKS

The basic properties of ranks and rank statistics are analyzed. The property of invariance of ranks on the example of a harmonic signal with a random initial phase is considered. An example of signal ranking is considere...

Download PDF file
  • EP ID EP461091
  • DOI -
  • Views 94
  • Downloads 0

How To Cite

Oles Dibrivnyi (2018). Comparative Analysis OF TIME SERIES forecastING based on the trend model and adaptive Brown`s model. Телекомунікаційні та інформаційні технології, 141(1), 88-95. https://europub.co.uk/articles/-A-461091