Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting

Autor:	Kostylenko, Olena, Rodrigues, Helena Sofia, Torres, Delfim F. M.
Rok vydání:	2019
Předmět:	Mathematics - Dynamical Systems Quantitative Finance - General Finance 91B02 91B84
Zdroj:	Studies in Systems, Decision and Control 243 (2020), 133--143
Druh dokumentu:	Working Paper
DOI:	10.1007/978-3-030-26149-8_11
Popis:	This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed. Comment: This is a preprint of a paper accepted for publication 29-March-2019 as a book chapter in 'Advances in Intelligent Systems and Computing' [https://www.springer.com/series/11156], Springer
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1904.00029 Zobrazit plný text záznamu View this record from Arxiv