Forecasting method with determination index

Abstract

A method of forecasting oriented at teaching selections of large length (more than 100 facts) and based on construction of models describing the stereotypie situations of time series is considered. The storing of the statistics of stereotypic situations reusage and statistics of model prognosis errors allows one to additionally evaluate the index of definiteness, which gives a probabilistic estimation of the exactness of prognosis value. The results of experimental research of the method are brought.