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Analysis of relationships between indicators in forecasting cargo transportation
K. R. Usmanovaa, S. P. Kudiyarovb, R. V. Martyshkinb, A. A. Zamkovoyb, V. V. Strijovc a Moscow Institute of Physics and Technology, 9 Institutskiy Per., Dolgoprudny,
Moscow Region 141701, Russian Federation
b Joint Stock Company "Institute of Economics and Transport Development",
24 Novoryazanskaya Str., Moscow 105066, Russian Federation
c A. A. Dorodnicyn Computing Center, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 40 Vavilov Str., Moscow 119333, Russian Federation
Abstract:
The authors analyze relationship and conformity between indicators in control system, monitoring of state, and accounting of railway cargo transportation. Macroeconomic time series that contain control actions, system state, and target criteria are considered. The authors suppose that control actions, state, and goal-setting are statistically related. Granger causality test is used to establish a relationship between time series. It is assumed that a pair of time series are related if the use of the history of one of the series improves the quality of the forecast of the other. The main goal of this analysis is to improve the quality of cargo transportation forecast. The computational experiment is carried out on data about cargo transportation, control actions, and set target criteria.
Keywords:
time series; forecasting; Granger causality test; control system; target criteria.
Received: 27.03.2018
Citation:
K. R. Usmanova, S. P. Kudiyarov, R. V. Martyshkin, A. A. Zamkovoy, V. V. Strijov, “Analysis of relationships between indicators in forecasting cargo transportation”, Sistemy i Sredstva Inform., 28:3 (2018), 86–103
Linking options:
https://www.mathnet.ru/eng/ssi588 https://www.mathnet.ru/eng/ssi/v28/i3/p86
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Abstract page: | 206 | Full-text PDF : | 64 | References: | 24 |
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