Systematization of mathematical models with multirate sampling for dynamic processes of the Ukrainian financial infrastructure

Abstract

The analysis of dynamic channels is conducted and the relationship of multidimensional processes of the Ukrainian financial infrastructure and its analysis as part of the global financial infrastructure are determined. The structured diagram which identified relationships between the coordinates is developed and the analysis of choice rate sampling when measuring the output manageable coordinates and disturbances, as well as the control is conducted. For different coordinate the various periods of rate sampling ranging from one day to three months, as well as changeable sampling period are identified. The argumentation is presented of designing of mathematical models with multirate sampling to describe the dynamics of financial processes is carried out and systematization of mathematical models to describe the dynamics of the process of financial infrastructure is conducted. The schemes of each model and the results of models mathematical analysis are shown: the average absolute error is from 0,24% to 5%, and unexplained dynamics ranged from 0,12% to 10,3% depending on the model (the coefficient of determination R2 of 0,897 to 0,9988).