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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| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
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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