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Sibirskii Zhurnal Vychislitel'noi Matematiki
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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2010, Volume 13, Number 2, Pages 227–241 (Mi sjvm279)  
This article is cited in 5 scientific papers (total in 5 papers)

Construction and optimization of predictions on the basis of first degree recurrent splines

B. M. Shumilova, E. A. Esharovb, N. K. Arkabaevc

a Tomsk State University of Architecture and Building, Tomsk
b Tomsk State University, Tomsk
c Osh State University, Osh, Kyrgyzstan
Full-text PDF (257 kB) Citations (5)
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Abstract: This paper addresses to the problem of the point and the interval predictions of the time series on basis of recurrent first degree splines with depth 1. The conditions of optimality for coefficients of the calculated scheme are found. The results of numerical experiments for analytically given functions with errors are presented. A comparison with classical methods of prediction of the time series is given.
Key words: spline, recurrence algorithm, optimization, prediction, time series.
Received: 01.04.2009
Revised: 22.09.2009
English version:
Numerical Analysis and Applications, 2010, Volume 3, Issue 2, Pages 186–198
DOI: https://doi.org/10.1134/S1995423910020072
Bibliographic databases:
Document Type: Article
UDC: 519.233.2/246.8+216.3
Language: Russian
Citation: B. M. Shumilov, E. A. Esharov, N. K. Arkabaev, “Construction and optimization of predictions on the basis of first degree recurrent splines”, Sib. Zh. Vychisl. Mat., 13:2 (2010), 227–241; Num. Anal. Appl., 3:2 (2010), 186–198
Citation in format AMSBIB
\Bibitem{ShuEshArk10}
\by B.~M.~Shumilov, E.~A.~Esharov, N.~K.~Arkabaev
\paper Construction and optimization of predictions on the basis of first degree recurrent splines
\jour Sib. Zh. Vychisl. Mat.
\yr 2010
\vol 13
\issue 2
\pages 227--241
\mathnet{http://mi.mathnet.ru/sjvm279}
\transl
\jour Num. Anal. Appl.
\yr 2010
\vol 3
\issue 2
\pages 186--198
\crossref{https://doi.org/10.1134/S1995423910020072}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77953491565}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Sibirskii Zhurnal Vychislitel'noi Matematiki
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