Analysis of the predictive properties of Brown`s model in the extended domain of the internal parameter
Дата
2015
Автори
Romanenkov, Yuriy
Заголовок журналу
Журнал ISSN
Назва тому
Видавець
KNUCA
Анотація
The paper analyses the predictive properties of Brown's adaptive model in the
extended domain of internal parameters, which relates to the class of problems in parametric
synthesis of forecast models, namely: evaluating the stability of model predictive properties to variation of internal parameters by searching for forecast robustness domains. The approach suggested is illustrated by an example.
Опис
Ключові слова
Brown's model, exponential smoothing, parametric synthesis, forecast robustness, модель Брауна, параметрический синтез прогнозной модели, робастность прогнозных оценок, экспоненциальное сглаживание
Бібліографічний опис
Romanenkov Y. Analysis of the predictive properties of Brown`s model in the extended domain of the internal parameter / Y. Romanenkov // Motrol : Commision of motorization and energetics in agriculture : an intern. journal of operation of farm and agri-food industry machinery / Polish Acad. of sciences, Univ. of eng. and econ. in Rzesżow; ed.-in-chief E. Krasowski. - Lublin ; Rzeszów, 2015. - Vol. 17. - № 8. - P. 27 - 34. - Bibliogr. : 19 titl.