Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya
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Vestnik Sankt-Peterburgskogo Universiteta. Seriya 10. Prikladnaya Matematika. Informatika. Protsessy Upravleniya, 2014, Issue 4, Pages 82–96 (Mi vspui218)  

Applied mathematics

On guaranteed forecast estimation

A. V. Prasolov, K. A. Zamuraev

St. Petersburg State University, 7/9, Universitetskaya embankment, St. Petersburg, 199034, Russian Federation
References:
Abstract: The paper formulates the problem of time series forecast definition with a given probability (guarantee). Two approaches to the task solution are offered. The first method is based on forecasting by a time-variant regression and a relevant histogram. The second method consists of preliminary calculation of a new time series of some statistics and creation of their forecast. The methods offered are used to determine the guaranteed characteristics of Brent oil price in 2013 year and to make a long-term forecast for 2014–2016 years. Bibliogr. 12. Il. 10.
Keywords: time series, regression, forecast with guarantee, estimation by histogram, Brent oil price.
Received: June 26, 2014
Document Type: Article
UDC: 519.254
Language: English
Citation: A. V. Prasolov, K. A. Zamuraev, “On guaranteed forecast estimation”, Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr., 2014, no. 4, 82–96
Citation in format AMSBIB
\Bibitem{PraZam14}
\by A.~V.~Prasolov, K.~A.~Zamuraev
\paper On guaranteed forecast estimation
\jour Vestnik S.-Petersburg Univ. Ser. 10. Prikl. Mat. Inform. Prots. Upr.
\yr 2014
\issue 4
\pages 82--96
\mathnet{http://mi.mathnet.ru/vspui218}
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    Вестник Санкт-Петербургского университета. Серия 10. Прикладная математика. Информатика. Процессы управления
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    Abstract page:129
    Full-text PDF :53
    References:25
    First page:15
     
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