A method of increment signs forecasting of time series

Authors

  • Олександр Юрійович Берзлев Uzhgorod National University Universitets’ka, 14. Uzhgorod, Zakarpattia, Ukraine, 88000, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2013.12362

Keywords:

Time series, forecasting, sign of growth, clustering, nearest neighbor method, combined forecasting model, unstable average

Abstract

As of today, there is no universal method to solve the problem of short-term forecasting of signs of time series increase that would fully meet objectives of a forecaster, analyst or investor, in terms of the necessary accuracy of forecasts, regardless of the structure of time series. The article suggests the method of forecasting of signs of time series increase, based on the use of combined models of selective type in complex, which consist of indicators of unstable average, and pre-clustering time series according to the method K- of nearest neighbors. The suggested method can be used as a component of information forecasting systems, in particular those, which are used in the foreign exchange market to improve the accuracy of forecasting of signs of time series increase one point ahead

Author Biography

Олександр Юрійович Берзлев, Uzhgorod National University Universitets’ka, 14. Uzhgorod, Zakarpattia, Ukraine, 88000

PhD student

Department of Cybernetics and Applied Mathematics 

References

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Published

2013-04-25

How to Cite

Берзлев, О. Ю. (2013). A method of increment signs forecasting of time series. Eastern-European Journal of Enterprise Technologies, 2(4(62), 8–11. https://doi.org/10.15587/1729-4061.2013.12362

Issue

Vol. 2 No. 4(62) (2013): Mathematics and cybernetics - fundamental and applied aspects

Section

Mathematics and Cybernetics - applied aspects

License

Copyright (c) 2014 Олександр Юрійович Берзлев

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