Nestacionarnye vremennye ryady: Metody prognozirovaniya s primerami analiza finansovych i syr′evych rynkov
Publishing country: Russia
Language: Russian
Author: Orlov YU.N., Osminin K.P.
Publisher: LIBROKOM
Publishing city: Moskva
ISBN: 978-5-397-07172-7
Publishing year: 2020
Number of pages: 384
Binding: Hardback edition
V nastoyashhej knige opisyvayutsya metody analiza i prognozirovaniya vremennych ryadov, kotorye vstrechayutsya v prakticheskoj deyatel′nosti. Predstavleny kak tradicionnye metody, razrabotannye dlya stacionarnych vremennych ryadov, tak i novye podchody, kotorye predlagaetsya ispol′zovat′ dlya analiza nestacionarnych sluchajnych processov, esli primenenie k poslednim standartnych adaptivnych procedur ne obespechivaet nuzhnoj tochnosti prognozirovaniya. Osnovnaya cel′ knigi - predlozhit′ praktikuyushhim analitikam instrument issledovaniya vremennych ryadov, opirayushhijsya na nekotorye empiricheskie statistiki i imeyushhij opredelennye teoreticheskie obosnovaniya. V osnove razvivaemogo podchoda lezhit ponyatie vyborochnoj funkcii raspredeleniya, menyayushhejsya s techeniem vremeni. Kniga uslovno razdelena na dve chasti: teoreticheskuyu, v kotoroj izlagayutsya neobchodimye svedeniya iz teorii stacionarnych i nestacionarnych sluchajnych processov i matematicheskoj statistiki, i prakticheskuyu, gde privodyatsya primery primeneniya razvitoj teorii dlya analiza i prognozirovaniya vremennych ryadov, vstrechayushhichsya v razlichnych oblastyach deyatel′nosti.
Category: Economy
Publishing country: Russia
Language: Russian
Themes by country: Russia
Author: Orlov YU.N., Osminin K.P.
Publisher: LIBROKOM
Publishing city: Moskva
ISBN: 978-5-397-07172-7
Publishing year: 2020
Number of pages: 384
Binding: Hardback edition
Stage: PUBLISHED
Format: Printed book
Delivery time: 4-6 weeks
V nastoyashhej knige opisyvayutsya metody analiza i prognozirovaniya vremennych ryadov, kotorye vstrechayutsya v prakticheskoj deyatel′nosti. Predstavleny kak tradicionnye metody, razrabotannye dlya stacionarnych vremennych ryadov, tak i novye podchody, kotorye predlagaetsya ispol′zovat′ dlya analiza nestacionarnych sluchajnych processov, esli primenenie k poslednim standartnych adaptivnych procedur ne obespechivaet nuzhnoj tochnosti prognozirovaniya. Osnovnaya cel′ knigi - predlozhit′ praktikuyushhim analitikam instrument issledovaniya vremennych ryadov, opirayushhijsya na nekotorye empiricheskie statistiki i imeyushhij opredelennye teoreticheskie obosnovaniya. V osnove razvivaemogo podchoda lezhit ponyatie vyborochnoj funkcii raspredeleniya, menyayushhejsya s techeniem vremeni. Kniga uslovno razdelena na dve chasti: teoreticheskuyu, v kotoroj izlagayutsya neobchodimye svedeniya iz teorii stacionarnych i nestacionarnych sluchajnych processov i matematicheskoj statistiki, i prakticheskuyu, gde privodyatsya primery primeneniya razvitoj teorii dlya analiza i prognozirovaniya vremennych ryadov, vstrechayushhichsya v razlichnych oblastyach deyatel′nosti.
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