interpretation and forecasting processes, represented by time series, on the basis of the extended logistic mapping Интерпретация и прогнозирование процессов, представленных временными рядами, на основе расширенного логистического отображения

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ID: 219809
2013
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Abstract
The article studies a possibility of use of methods of non-linear dynamics for structuring an operative forecast of complex and structured processes described by time series. It offers a model of extended logistic mapping for interpretation of characteristics of dynamic processes. It studies procedures of interpretation of data and forecasting parameters of the processes, represented by time series, that use models of extended logistic mapping. It offers methods of recurrent structuring of an operative forecast. In order to increase accuracy of obtained results, the article recommends to correct values of model parameters by means of assessment of new sets of values by the method of exponential smoothing. It provides results of application of the model of extended logistic mapping for structuring an operative forecast of processes of the railway transport, in particular, assessment of parameters of the carriage traffic volumes.
В статье исследуется возможность использования методов нелинейной динамики для построения оперативного прогноза сложных, структурированных процессов, описываемых временными рядами. Предложена модель расширенного логистического отображения для интерпретации характеристик динамических процессов. Исследованы процедуры интерпретации данных и прогнозирования параметров процессов, представленных временными рядами, использующих модели расширенного логистического отображения. Предложена методика рекуррентного построения оперативного прогноза. Для повышения точности полученных результатов рекомендуется провести корректировку значений параметров модели за счет оценки новых наборов значений по методу экспоненциального сглаживания. Приведены результаты применения модели расширенного логистического отображения для построения оперативного прогноза процессов железнодорожного транспорта, в частности, оценки параметров вагонопотоков.
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Authors ;Skalozub Vladyslav V.;Klymenko Ivan V.
Journal journal of inorganic and organometallic polymers and materials
Year 2013
DOI
DOI not found
URL
http://www.business-inform.net/pdf/2013/10_0/92_97.pdf
Keywords
exponential smoothing

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