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.
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
\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}
Linking options:
https://www.mathnet.ru/eng/sjvm279
https://www.mathnet.ru/eng/sjvm/v13/i2/p227
This publication is cited in the following 5 articles:
L. P. Livshits, A. A. Makarov, S. V. Makarova, “O kvazilineinoi interpolyatsii minimalnymi splainami”, Chislennye metody i voprosy organizatsii vychislenii. XXXVI, Zap. nauchn. sem. POMI, 524, POMI, SPb., 2023, 94–111
Kochegurova E.A., Kochegurov A.I., Rozhkova N.E., “Frequency Analysis of Recurrence Variational P-Splines”, Optoelectron. Instrum. Data Proc., 53:6 (2017), 591–598
B. M. Shumilov, “Splitting algorithms for the wavelet transform of first-degree splines on nonuniform grids”, Comput. Math. Math. Phys., 56:7 (2016), 1209–1219
I. G. Ustinova, E. G. Pakhomova, “Splainovaya otsenka trenda vremennogo ryada pri sluchainom chisle dannykh v momenty izmerenii”, Vestn. Tomsk. gos. un-ta. Matem. i mekh., 2015, no. 1(33), 20–36
Esharov E.A., Shumilov B.M., “Processing of Materials of Laser Scanning of Roads on the Basis of Recursive Cubic Splines”, International Scientific Conference of Young Scientists: Advanced Materials in Construction and Engineering, IOP Conference Series-Materials Science and Engineering, 71, IOP Publishing Ltd, 2015, 012046