Discrete Fourier-continuation as an algorithm of financial-economic time series forecasting

Authors

  • D. M. Chabanenko аспірант кафедри економічної кібернетики Черкаського національного університету ім. Богдана Хмельницького, Україна, Черкаси, Ukraine

Abstract

The time series forecasting method, based on determination of the frequencies spectrum, is offered. The method is based on time series approximation in the interval training of analytic function, that contains the trend and harmonic oscillations combination. The effectiveness of the proposed method for the financial-economical time series forecasting is showed with the help of experimental approbation.

Author Biography

D. M. Chabanenko, аспірант кафедри економічної кібернетики Черкаського національного університету ім. Богдана Хмельницького, Україна, Черкаси

Чабаненко Дмитро Миколайович,

аспірант кафедри економічної кібернетики Черкаського національного університету ім. Богдана Хмельницького, Україна, Черкаси

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Published

2012-09-25

Issue

No. 3 (2012)

Section

New methods in system analysis, computer science and theory of decision making

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