Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting
Autor: | Kostylenko, Olena, Rodrigues, Helena Sofia, Torres, Delfim F. M. |
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Rok vydání: | 2019 |
Předmět: | |
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 |
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