Construction and optimization of predictions on the basis of first-degree recurrence splines

The problem of point and interval predictions of time series on the basis of first-degree recurrence splines with depth 1 is investigated. Optimality conditions for the coefficients of the calculation formula are found. Results of numerical experiments for analytically given functions with errors ar...

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Bibliographic Details
Published in:Numerical analysis and applications 2010-04, Vol.3 (2), p.186-198
Main Authors: Shumilov, B. M., Esharov, E. A., Arkabaev, N. K.
Format: Article
Language:English
Subjects:
Mathematics
Mathematics and Statistics
Numerical Analysis
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Summary:The problem of point and interval predictions of time series on the basis of first-degree recurrence splines with depth 1 is investigated. Optimality conditions for the coefficients of the calculation formula are found. Results of numerical experiments for analytically given functions with errors are presented. A comparison with classical methods of prediction of time series is given.
ISSN:1995-4239
1995-4247
DOI:10.1134/S1995423910020072