Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/223139| Title: | Устойчивость метода прогнозирования временных рядов с использованием оценки Хьюбера |
| Authors: | Фурса, Р. А. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика |
| Issue Date: | 1997 |
| Publisher: | Минск : Універсітэцкае |
| Citation: | Вестник Белорусского государственного университета. Сер. 1, Физика. Математика. Информатика. – 1997. – № 2. – С. 58-61. |
| Abstract: | The method of forecasting of time series with trend, that uses a Huber estimator, is presented. This method is investigated on robustness under distortious-«outliers». The comparison of the presented method and the classical OLS-method of forecasting in terms of robustness is given. |
| URI: | http://elib.bsu.by/handle/123456789/223139 |
| ISSN: | 0321-0367 |
| Licence: | info:eu-repo/semantics/openAccess |
| Appears in Collections: | 1997, №2 (май) |
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