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.

Bibliographic Details

Published in:	Современная наука и инновации
Main Authors:	Gemma Manvelovna Markarian, Svetlana Martikovna Petrosyan
Format:	Article
Language:	Russian
Published:	North-Caucasus Federal University 2022-10-01
Subjects:	авторегрессионная модель дрейфующие коэффициенты autoregression model drifting coefficients
Online Access:	https://msi.elpub.ru/jour/article/view/915