INFORMATION TECHNOLOGY OF DEFINITION OF COMPONENTS IRREGULAR TIME SERIES BY MEANS OF SINGULAR DECOMPOSITION

Authors

  • Анна Александровна Чистякова Кафедра информационных управляющих систем Харьковский национальный университет радиоэлектроники, Ukraine
  • Дмитрий Сергеевич Негурица Кафедра информационных управляющих систем Харьковский национальный университет радиоэлектроники, Ukraine
  • Борис Владимирович Шамша Кафедра информационных управляющих систем Харьковский национальный университет радиоэлектроники, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2010.2959

Keywords:

time series, singular decomposition, information technology, mathematical model

Abstract

Decomposition of time series on components is spent with the help singular decomposition of a matrix development. The risk is analyzed at construction of a forecasting model on the basis of components of time series using volatility random component as risk factor.

Author Biographies

Анна Александровна Чистякова, Кафедра информационных управляющих систем Харьковский национальный университет радиоэлектроники

Аспирантка

Дмитрий Сергеевич Негурица, Кафедра информационных управляющих систем Харьковский национальный университет радиоэлектроники

Cтажер-исследователь

Борис Владимирович Шамша, Кафедра информационных управляющих систем Харьковский национальный университет радиоэлектроники

Кандидат технических наук, профессор

References

  1. Engle R. Autoregressive conditional heteroscedasticity with estimates of variance of United Kingdom inflation / Econometrica. 1982. V. 50. Pp. 987 – 1008.
  2. Голяндина Н.Э. Метод «Гусеница»-SSA: анализ временных рядов: учебн. пос. / Н.Э. Голяндина. – СПб: Изд-во СПбГУ, 2004. – 76 с.
  3. Кедрин В.С. Моделирование нестационарных процессов на базе алгоритмов сингулярного разложения с использованием систем искусственного интеллекта. / В.С. Кедрин, М.К. Сальникова // Моделирование. Теория, методы и средства: Материалы VII Междунар. науч.- практ. конф., г. Новочеркаск, 6 апр. 2007 г.: В 3 ч. / Юж.- Рос. гос. техн. ун-т (НПИ). – Новочеркаск:ЮРГТУ, 2007. – Ч.1. – С. 37-43.

Downloads

Published

2010-07-30

How to Cite

Чистякова, А. А., Негурица, Д. С., & Шамша, Б. В. (2010). INFORMATION TECHNOLOGY OF DEFINITION OF COMPONENTS IRREGULAR TIME SERIES BY MEANS OF SINGULAR DECOMPOSITION. Eastern-European Journal of Enterprise Technologies, 4(4(46), 23–27. https://doi.org/10.15587/1729-4061.2010.2959

Issue

Vol. 4 No. 4(46) (2010): Mathematics and cybernetics - fundamental and applied aspects

Section

Mathematics and Cybernetics - applied aspects

License

Copyright (c) 2014 Анна Александровна Чистякова, Дмитрий Сергеевич Негурица, Борис Владимирович Шамша

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

The consolidation and conditions for the transfer of copyright (identification of authorship) is carried out in the License Agreement. In particular, the authors reserve the right to the authorship of their manuscript and transfer the first publication of this work to the journal under the terms of the Creative Commons CC BY license. At the same time, they have the right to conclude on their own additional agreements concerning the non-exclusive distribution of the work in the form in which it was published by this journal, but provided that the link to the first publication of the article in this journal is preserved.

A license agreement is a document in which the author warrants that he/she owns all copyright for the work (manuscript, article, etc.).
The authors, signing the License Agreement with TECHNOLOGY CENTER PC, have all rights to the further use of their work, provided that they link to our edition in which the work was published.
According to the terms of the License Agreement, the Publisher TECHNOLOGY CENTER PC does not take away your copyrights and receives permission from the authors to use and dissemination of the publication through the world's scientific resources (own electronic resources, scientometric databases, repositories, libraries, etc.).
In the absence of a signed License Agreement or in the absence of this agreement of identifiers allowing to identify the identity of the author, the editors have no right to work with the manuscript.
It is important to remember that there is another type of agreement between authors and publishers – when copyright is transferred from the authors to the publisher. In this case, the authors lose ownership of their work and may not use it in any way.