Effectiveness of information technology for analyzing and predicting time series with fractal properties based on linguistic modeling.
Abstract
The paper defines the effectiveness of information technology for analyzing and predicting time series with fractal properties based on linguistic modeling. A test of the performance of information technology for analyzing and predicting time series with fractal properties and software implementations on real data confirmed the possibility of ensuring objectivity in conducting forecasting. The use of information technology for analyzing and forecasting time series with fractal properties will provide a high level of forecasting with the most complete implementation of the analytical system. The study of the three adaptive type methods showed that the Brown model works only with a small forecast horizon, that is, the trend and seasonal changes are not taken into account. Information technology for analyzing and forecasting time series with fractal properties is universal and allows you to adapt the planning process of forecasting financial time series to the level of formation of the initial series
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