Engineering & Technologies, Vol 7, No 3 (2014)

Analysis of application of the combined models at short-term forecasting of time series

Artem Anatol'evich Pyanykh

Abstract


It is proved on an example of model of Brown of a zero-order, that accuracy of forecasting increases at selection of length of an adaptable window, and also increase limits of admissible values of adaptation parameter. On the basis of results of computing experiment it is shown, that accuracy of forecasting raises with application of algorithms of a combination of models.