Forecasting Characteristics of Time Series to Support Managerial Decision Making Process in Production-and-Economic Systems

被引:0
作者
Seledkova, A. V. [1 ]
Mylnikov, L. A. [1 ]
Bernd, Krause [2 ]
机构
[1] Perm Natl Res Polytech Univ, Microprocessor Automat Means, Perm, Russia
[2] Anhalt Univ Appl Sci, Comp Sci & Language, Kothen, Germany
来源
PROCEEDINGS OF 2017 XX IEEE INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND MEASUREMENTS (SCM) | 2017年
关键词
value; forecast; model; production-and-economic system; risk metric; data preparation;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Studies the issue of forecasting the parameter values that describe production-and-economic systems and the projects that are realized in such systems; it examines the preparation of statistical data with gaps and suggests the advantage of using different time slots of the collected data for their further joint use in prognostic models. The article reviews the applicability of the existing forecasting methods in production-and-economic systems, demonstrates the application of regression analysis method and support vector machine. The experiment shows that the accuracy of gained forecasts can be taken into account in risk metrics. Since the additional information about the nature of data improves forecasting process it is recommended to use innovation and S-curve methods and semi-supervised models.
引用
收藏
页码:853 / 855
页数:3
相关论文
共 11 条
[1]   Use of the fractal dimension for the analysis of electroencephalographic time series [J].
Accardo A. ;
Affinito M. ;
Carrozzi M. ;
Bouquet F. .
Biological Cybernetics, 1997, 77 (5) :339-350
[2]  
Amberg M, 2009, INNOVATION AND KNOWLEDGE MANAGEMENT IN TWIN TRACK ECONOMIES: CHALLENGES & SOLUTIONS, VOLS 1-3, P491
[3]   TIME-SERIES ANALYSIS - FORECASTING AND CONTROL - BOX,GEP AND JENKINS,GM [J].
GEURTS, M .
JOURNAL OF MARKETING RESEARCH, 1977, 14 (02) :269-269
[4]  
Luo B. N., 2016, J MANAG ORG, P1
[5]  
Mylnikov L., 2016, INT J EC FINANC ISSU, VS8, P1
[6]  
Mylnikov L, 2016, ACSR ADV COMPUT, V41, P399
[7]  
Mylnikov L, 2013, VISION 2020: INNOVATION, DEVELOPMENT SUSTAINABILITY, AND ECONOMIC GROWTH, VOLS 1-3, P1017
[8]  
Nils J., 1998, NILSSON INTRO MACHIN
[9]  
Sadiakhmatov M, 2017, INT CONF APP INNOV, V5, P43
[10]  
Walnut D.F., 2004, INTRO WAVELET ANAL