EISSN 2949-1290
Язык: en
Читать онлайн

This article discusses the possibility of predicting the values of a series using complex-valued autoregression with an error for short-term forecasting. The authors consider the basic concepts of the function of a complex-valued variable and the model of complexvalued autoregression, together with the results of applying first- and second-order models of complex-valued autoregression with the CARE(p) error to describe and predict the initial series. The results obtained are compared with the first- and second-order autoregression in real numbers. A complex-valued autoregression model with an error showed a more accurate result for short-term forecasting, unlike the autoregression model in real numbers. The authors also conclude that complex-valued autoregression with an error is subject to further investigation in order to find out the prospects of using its imaginary part.

Ключевые фразы: complex-valued autoregression with error, complex numbers, short-term forecasting, autoregressive model, standard deviation, function of complex-valued variable
Автор (ы): Маскаева Ксения
Журнал: TECHNOECONOMICS

Предпросмотр статьи

Идентификаторы и классификаторы

УДК
330.47. Теория информации в экономике. Экономическая информатика
Для цитирования:
МАСКАЕВА К. FORECASTING USING COMPLEX-VALUED AUTOREGRESSION WITH ERROR // TECHNOECONOMICS. 2024. ТОМ 3, № 4 (11)
Текстовый фрагмент статьи