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Title of Article

TIME SERIES FORECAST USING GENERALIZED SPECTRAL-ANALYTICAL METHOD


Issue
5
Date
2012

Article type
scientific article
UDC
517.587+519.651.3+534.4
Pages
28-32
Keywords
 


Authors
Britenkov Aleksandr Konstantinovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Dedus Florens Fedorovich
Institut matematicheskikh problem biologii RAN, Puschino


Abstract
Based on a review of regression models, the application of the generalized spectral-analytical method for time series forecasting is considered. This prediction is effective in the tasks of signal description and recognition. Classical orthogonal polynomials of a continuous variable are proposed to be used as a particular case of extrapolation. The use of additional data has been analyzed to improve forecast accuracy.

File (in Russian)