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Hybrid instrumental means of predictive analysis of the dynamics of natural and economic processes

dc.contributor.authorPopova, Elena
dc.contributor.authorCosta, Luís de Sousa
dc.contributor.authorKumratova, Alfira
dc.date.accessioned2020-07-21T14:05:45Z
dc.date.available2020-07-21T14:05:45Z
dc.date.issued2020
dc.description.abstractThe 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.pt_PT
dc.description.sponsorshipThe work was supported by Russian Foundation for Basic Research (Grants № 17-06-00354 A).pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationPopova, 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 978-3-030-14346-6pt_PT
dc.identifier.doi10.1007/978-3-030-14347-3_4pt_PT
dc.identifier.isbn978-3-030-14346-6
dc.identifier.urihttp://hdl.handle.net/10198/22499
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.rights.urihttp://creativecommons.org/licenses/by-nc/4.0/pt_PT
dc.subjectEffluents volumespt_PT
dc.subjectHarvestpt_PT
dc.subjectPredictionpt_PT
dc.subjectTime seriespt_PT
dc.subjectPhase portraitpt_PT
dc.subjectBounding boxpt_PT
dc.subjectQuasicyclespt_PT
dc.subjectPhase analysispt_PT
dc.titleHybrid instrumental means of predictive analysis of the dynamics of natural and economic processespt_PT
dc.typeconference paper
dspace.entity.typePublication
oaire.citation.conferencePlacePorto, Portugalpt_PT
oaire.citation.endPage39pt_PT
oaire.citation.startPage31pt_PT
oaire.citation.title18th International Conference on Hybrid Intelligent Systems (HIS 2018) Held in Porto, Portugal, December 13–15, 2018 123 elena-popov@pt_PT
oaire.citation.volume923pt_PT
person.familyNameCosta
person.givenNameLuís de Sousa
person.identifier.orcid0000-0002-6003-2667
rcaap.rightsopenAccesspt_PT
rcaap.typeconferenceObjectpt_PT
relation.isAuthorOfPublicationae45d28f-8456-407d-8a8f-49f6efd2b652
relation.isAuthorOfPublication.latestForDiscoveryae45d28f-8456-407d-8a8f-49f6efd2b652

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