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Publication
Hybrid instrumental means of predictive analysis of the dynamics of natural and economic processes
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Advisor(s)
Abstract(s)
The purpose of the presented research is the development and
adaptation of mathematical and instrumental methods of analysis and risk
management through the forecasting of both economic and natural time series
with memory based on the application of new mathematical methods of
investigation. The paper poses the problem of developing a constructive method
for predictive analysis of time series in the framework of the currently emerging
trend of using so-called “graphical tests” in the process of time series’ modeling
using nonlinear dynamics methods. The main purpose of using graphical tests is
to identify both stable and unstable quasiperiodic cycles (quasi-cycles), the
whole set of which includes a strange attractor (if one exists). New computer
technologies that made it possible to study complex phenomena and processes
“on a display screen” were used as instrumentation for the implementation of
methods of non-linear dynamics. The proposed approach differs from classical
methods of forecasting by new implementation of accounting trends (the evolution
of centers and sizes of dimensional rectangles), and appears to be a new
tool for identifying cyclic components of the time series in question. As a result,
the person, that is making decision has more detailed information, which is
impossible to obtain by the methods of classical statistics.
Description
Keywords
Effluents volumes Harvest Prediction Time series Phase portrait Bounding box Quasicycles Phase analysis
Citation
Popova, Elena; Costa, Luís de Sousa; Kumratova, Alfira (2020). Hybrid instrumental means of predictive analysis of the dynamics of natural and economic processes. In Madureira A., Abraham A., Gandhi N., Varela M. (Eds) 18th International Conference on Hybrid Intelligent Systems (HIS 2018). p. 31–39. ISBN 978-3-030-14346-6