THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES
This article will consider the method offorecasting on the basis of a number of data called adaptive filtering. This method is used when the current term of the series related to the previous members and the same number of linear relation, in which the coefficients may be variable.
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| Format: | Article |
| Language: | Russian |
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North-Caucasus Federal University
2022-10-01
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| Series: | Современная наука и инновации |
| Subjects: | |
| Online Access: | https://msi.elpub.ru/jour/article/view/915 |
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| _version_ | 1850063025336221696 |
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| author | Gemma Manvelovna Markarian Svetlana Martikovna Petrosyan |
| author_facet | Gemma Manvelovna Markarian Svetlana Martikovna Petrosyan |
| author_sort | Gemma Manvelovna Markarian |
| collection | DOAJ |
| description | This article will consider the method offorecasting on the basis of a number of data called adaptive filtering. This method is used when the current term of the series related to the previous members and the same number of linear relation, in which the coefficients may be variable. |
| format | Article |
| id | doaj-art-bee4d9c0a2a840cd97839009089bea9e |
| institution | DOAJ |
| issn | 2307-910X |
| language | Russian |
| publishDate | 2022-10-01 |
| publisher | North-Caucasus Federal University |
| record_format | Article |
| series | Современная наука и инновации |
| spelling | doaj-art-bee4d9c0a2a840cd97839009089bea9e2025-08-20T02:49:46ZrusNorth-Caucasus Federal UniversityСовременная наука и инновации2307-910X2022-10-01024651914THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIESGemma Manvelovna Markarian0Svetlana Martikovna Petrosyan1North-Caucasus Federal UniversityNorth-Caucasus Federal UniversityThis article will consider the method offorecasting on the basis of a number of data called adaptive filtering. This method is used when the current term of the series related to the previous members and the same number of linear relation, in which the coefficients may be variable.https://msi.elpub.ru/jour/article/view/915авторегрессионная модельдрейфующие коэффициентыautoregression modeldrifting coefficients |
| spellingShingle | Gemma Manvelovna Markarian Svetlana Martikovna Petrosyan THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES Современная наука и инновации авторегрессионная модель дрейфующие коэффициенты autoregression model drifting coefficients |
| title | THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES |
| title_full | THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES |
| title_fullStr | THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES |
| title_full_unstemmed | THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES |
| title_short | THE AUTOREGRESSION MODEL WITH DRIFTING COEFFICIENTS FOR THEPREDICTION OF SHORT TIME SERIES |
| title_sort | autoregression model with drifting coefficients for theprediction of short time series |
| topic | авторегрессионная модель дрейфующие коэффициенты autoregression model drifting coefficients |
| url | https://msi.elpub.ru/jour/article/view/915 |
| work_keys_str_mv | AT gemmamanvelovnamarkarian theautoregressionmodelwithdriftingcoefficientsforthepredictionofshorttimeseries AT svetlanamartikovnapetrosyan theautoregressionmodelwithdriftingcoefficientsforthepredictionofshorttimeseries AT gemmamanvelovnamarkarian autoregressionmodelwithdriftingcoefficientsforthepredictionofshorttimeseries AT svetlanamartikovnapetrosyan autoregressionmodelwithdriftingcoefficientsforthepredictionofshorttimeseries |