MODIFIED MOVING-AVERAGE METHOD IN PROBLEMS OF SHORT-TERM FORECASTING OF TECHNICAL AND ECONOMIC INDICATORS IN HIGH-TECHNOLOGY ENTERPRISES

Igor I. KOVALENKO, Lyubava S. CHERNOVA

Abstract


This paper proposes a modified moving average method. The basis of the method is to find an effective average estimator on the basis of moving that consists of some subset of the elements of the average series. To improve an accuracy of the obtained forecast values the averages test for efficiency at each step of moving is done by the resampling method. This method is actively used in a technical and economic analysis, as it has a profound statistical justification. The obtained forecast error values are acknowledged as possessing "satisfactory accuracy" and "good accuracy". Accordingly, the modified method has advantages over other modifications of the moving average method. In future studies of the proposed method in different time series, for example, with so-called "suspicious", "outlier" values the new results can be obtained.


Keywords


short-term forecasting; moving average method; resampling method

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References


Kovalenko I. I. (2006). Netraditsionnye metody statisticheskogo analiza dannykh. Study guide [Nontraditional methods of statistical analysis: Textbook]. Nikolayev: Ilion, 106 [in Russian].

Lukashin Yu. P. (1979). Adaptivnye metody kratkosrochnogo prognozirovaniya [Adaptive methods of short-term forecasting]. Мoscow: Nauka, 432 [in Russian].

Lewis K. D. (1986). Metody prognozirovaniya economicheskikh pokazateley [Methods of forecasting of economic indicators]. Мoscow: Finansy i statistika, 132 [in Russian].

Orlov A. I. (2014). Computerno-statisticheskiye metody: sostoyaniye i perspektivy [Computer-statistical methods: state and prospects]. Nauchniy zhurnal KubSAU - Scientific journal KubGAU, 4-103(09), 1-18 [in Russian].

Orlov A. I. (2006). Prikladnaya statistika [Applied Statistics]. Мoscow: Ekzamen, 671 [in Russian].

Efron B. (1988). Netraditsionnye metody mnogomernogo statisticheskogo analyza [Nontraditional methods of multivariate statistical analysis]. Мoscow: Finansy i statistika, 262 [in Russian].

Kaufman P. J. (1995). Smarter Trading: Improving Performance in Changing Markets. McGraw: Hill, Inc, 257.


GOST Style Citations


1. Kovalenko I. I. (2006). Netraditsionnye metody statisticheskogo analiza dannykh. Study guide [Nontraditional methods of statistical analysis: Textbook]. Nikolayev: Ilion, 106 [in Russian].

2. Lukashin Yu. P. (1979). Adaptivnye metody kratkosrochnogo prognozirovaniya [Adaptive methods of short-term forecasting]. Мoscow: Nauka, 432 [in Russian].

3. Lewis K. D. (1986). Metody prognozirovaniya economicheskikh pokazateley [Methods of forecasting of economic indicators]. Мoscow: Finansy i statistika, 132 [in Russian].

4. Orlov A. I. (2014). Computerno-statisticheskiye metody: sostoyaniye i perspektivy [Computer-statistical methods: state and prospects]. Nauchniy zhurnal KubSAU - Scientific journal KubGAU, 4-103(09), 1-18 [in Russian].

5. Orlov A. I. (2006). Prikladnaya statistika [Applied Statistics]. Мoscow: Ekzamen, 671 [in Russian].

6. Efron B. (1988). Netraditsionnye metody mnogomernogo statisticheskogo analyza [Nontraditional methods of multivariate statistical analysis]. Мoscow: Finansy i statistika, 262 [in Russian].

7. Kaufman P. J. (1995).  Smarter Trading: Improving Performance in Changing Markets.  McGraw: Hill, Inc, 257.




DOI: https://doi.org/10.20998/2413-3000.2016.1174.13

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