INTEGRAL MODEL AND FORECASTING OF
VECTOR DYNAMIC SERIES OF ECONOMIC PARAMETERS
, Makhmud A. Sadybekov
, Berik I. Tuleuov
Eurasian National University
Institute of Mathematics and Mathematical Modeling
In the assumption of existence of forecasting transformation and under condition of its continuity
we give a way (algorithm) of construction of this transformation. This transformation is applied
to forecasting of economic processes which are defined by a large number of factors. The offered model of forecasting most considers
mutual influence of change of all quantitative indices in big system in the reporting period on
result of each parameter in the perspective period. Universality of model allows to make easily its further modification for
use at the solution of a wide range of economic, production, marketing and financial tasks,
everywhere, where the effective forecast allows to rationalize administrative decisions and to
receive qualitative results in the future.
Also, this method can easily be parallelized.
Received: December 15, 2016
Revised: January 30, 2017
Published: March 30, 2017
AMS Subject Classification: 62M10, 62M20, 90A20
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Key Words and Phrases: forecasting, time series, ill-conditioned matrix, econometrics
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DOI: 10.12732/ijpam.v113i4.12 How to cite this paper?
- S.B. Bayzakov, B.M. Muhamediyev, A. Bayzakov, On the unity of theprinciples of constructing models of macroeconomic analysis andforecasting, In a book: Economists of the institute aboutcontemporary problems of development of Kazakhstan economy,Almaty, Institute of Economic Studies, (2001), 134-151.
International Journal of Pure and Applied Mathematics
ISSN printed version:
ISSN on-line version:
125 - 138
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This work is licensed under the Creative Commons Attribution International License (CC BY).