МЕТОД ПРОГНОЗУВАННЯ СТРОГО СТАЦІОНАРНОГО ЧАСОВОГО РЯДУ ТИПУ "БІЛИЙ ШУМ"

Yevhen Borysov; Olha Melnyk; Zhanna Lutsyshyna

doi:10.30890/2567-5273.2024-31-00-083

METHOD OF THE STRICTLY STATIONARY TIME SERIES PREDICTION OF THE TYPE "WHITE NOISE"

Authors

Yevhen Borysov Kyiv National Economic University named after Vadym Hetman https://orcid.org/0000-0001-8273-8655
Olha Melnyk Kyiv National Economic University named after Vadym Hetman https://orcid.org/0000-0002-4399-176X
Zhanna Lutsyshyna Kyiv National Economic University named after Vadym Hetman https://orcid.org/0000-0002-2678-3221

DOI:

https://doi.org/10.30890/2567-5273.2024-31-00-083

Keywords:

strictly stationary time series, white noise, the method of prediction, regression functions.

Abstract

A strictly stationary time series obtained by the random number generator was considered in the article. The method of finding predictive values for this series is proposed. It is based on the fact that the average value for a strictly stationary series

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References

Box J., Jenkins G. (1974). The analysis of time series, prediction and management. – M.: Mir, – p. 406.

Borysov Ye., Kuhay N. (2012). About the method of constructing regression model of predicting the time series. - XVIII National Conference "Modern Problems of Applied Mathematics and Computer Science", October 4-5, Lviv, Ukraine.

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Published

2024-02-28

How to Cite

Борисов, Є., Мельник, О., & Луцишина, Ж. (2024). METHOD OF THE STRICTLY STATIONARY TIME SERIES PREDICTION OF THE TYPE "WHITE NOISE". Modern Engineering and Innovative Technologies, 2(31-02), 68–71. https://doi.org/10.30890/2567-5273.2024-31-00-083