Modeling and Forecasting Economic and Financial Processes Using Combined Adaptive Models

Autor:	Peter Bidyuk, Irina Kalinina, Yoshio Matsuki, Natalia Kuznetsova, Aleksandr Gozhyj
Rok vydání:	2020
Předmět:	Finance Decision support system Computer science business.industry media_common.quotation_subject Probabilistic logic Bayesian network Regression analysis Bayesian inference Nonlinear system Linear regression Quality (business) business media_common
Zdroj:	Advances in Intelligent Systems and Computing ISBN: 9783030542146 ISDMCI
DOI:	10.1007/978-3-030-54215-3_25
Popis:	The article proposes a methodology for modeling and forecasting economic, financial and environmental processes, based on the principles of system analysis and combined models, including linear and non-linear regression models, as well as probabilistic models in the form of Bayesian networks. The basis of the methodology is tracking the computational processes of processing statistical data at all stages using the appropriate sets of statistical quality criteria. The high quality of the intermediate and final results is achieved through the application of statistical quality criteria to the data, the adequacy of the model and the quality of forecasts. The methodology is used in a specialized decision support system aimed at analyzing nonlinear non-stationary processes in various fields.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::14e8e3251ca3997d59aa654b26a3f5a2 https://doi.org/10.1007/978-3-030-54215-3_25 Zobrazit plný text záznamu