The development of analysis and forecasting procedures of non-deterministic technological and economic processes on the basis of indicators of chaotic dynamics
Journal Title: Економіка: реалії часу - Year 2016, Vol 4, Issue 26
Abstract
As part of the research was proposed procedure of classification of anti-persistent time series based on the calculation and analysis of H. Hurst’s indicator and fractal characteristics: fractal dimension (D), the dimension of space probability (A). As a result, the development of procedures of analysis and forecasting of non-deterministic technologic-economic processes that are introducing by anti-persistent time series is presented. Procedure of classifications of such series based on the aggregation of consecutive levels that is based on calculations of Hurst’s indicator and fractal (R/S) analysis. Provide the examples of implementation of the procedure of classification and planning of the processes that characterize the generation of railway traffic volumes. The proposed approach can be used under conditions of uncertainty, irregularities, chaotic nature demonstration of technical, economic and other processes, including transportation processes of railway transport.
Authors and Affiliations
Vladislav Skalozub, Ivan Klymenko
Keywords
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