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Title of Article

THE EFFECT OF FOURIER FILTERING IN PREDICTING ECONOMIC INDICATORS USING ADDITIVE AND MULTIPLICATIVE MODELS


Issue
3
Date
2011

Article type
scientific article
UDC
330.4
Pages
20-24
Keywords
fast Fourier transform, threshold filtering, seasonality index, coefficient of determination


Authors
Bureeva Natalya Nikolaevna
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Ershova Yuliya Stanislavovna
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo


Abstract
A FFT algorithm and threshold filtering of data are used to remove the noise component with subsequent forecasting using additive and multiplicative models. The developed technique has been tested to predict the consumption of soft drinks.

File (in Russian)