Simulating and Forecasting Periodic Behavior of a Discrete Time Series Using the Moving Average Method

A new method for simulating and forecasting a discrete time series using the moving average method is proposed and substantiated. The idea of the method is to use the latus rectum as a quantitative estimator of the shape of a parabolic segment of a time series trend. Since the actual number of value...

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Bibliographic Details
Main Authors: Dmytrenko Oleksandr V., Ivashchenko Peter A.
Format: Article
Language:English
Published: Research Centre of Industrial Problems of Development of NAS of Ukraine 2019-05-01
Series:Bìznes Inform
Subjects:
Online Access:http://www.business-inform.net/export_pdf/business-inform-2019-5_0-pages-106_110.pdf