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https://elib.bsu.by/handle/123456789/53796Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kravtsov, M. K. | - |
| dc.contributor.author | Luka, Yu. Z. | - |
| dc.contributor.author | Podkopaev, D. P. | - |
| dc.date.accessioned | 2013-11-27T06:27:15Z | - |
| dc.date.available | 2013-11-27T06:27:15Z | - |
| dc.date.issued | 2003 | - |
| dc.identifier.uri | http://elib.bsu.by/handle/123456789/53796 | - |
| dc.description.abstract | An automated procedure of building the best SARIMA model for a given time series is developed and implemented. Adjusted mean squared error of one-step-ahead forecast, mean absolute percentage value and mean relative range of confidence intervals are chosen as selec¬tion criteria. Short-term and mid-term forecasts of some indicators of the commodity-producing sector of Belorussian economy are built. | ru |
| dc.language.iso | en | ru |
| dc.publisher | Минск, БГУ | ru |
| dc.subject | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика | ru |
| dc.title | An Automated Procedure Of Indentifying SARIMA Models For Macroeconomic Time Series | ru |
| dc.type | Article | ru |
| Appears in Collections: | Chapter 2. STATISTICAL PATTERN RECOGNITION AND DATA ANALYSIS | |
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