- Tytuł:
-
Budowa prognoz złożonych dla sezonowych modeli przyczynowo-opisowych
Building of combined forecasts for seasonal causal-descriptive models - Autorzy:
- Perzynska, J.
- Powiązania:
- https://bibliotekanauki.pl/articles/78511.pdf
- Data publikacji:
- 2009
- Wydawca:
- Zachodniopomorski Uniwersytet Technologiczny w Szczecinie. Wydawnictwo Uczelniane ZUT w Szczecinie
- Tematy:
-
prognozy zlozone
modele sezonowe
modele przyczynowo-opisowe
sieci neuronowe sztuczne
analiza wariancji
analiza kowariancji
ekonometria
prognozowanie - Opis:
- In the article author considers the situation in which several forecasts of the same variable are available. The forecasts was marked on basis of the causal-descriptive models for economic variable having the form of time series with seasonal fluctuations. Author creates new forecast of the same variable – the combined forecast which should be burdened with the smallest error. The author analyses four methods of creating combined forecasts as a weighted average and examines the efficiency of combined forecasts in comparison with individual forecasts. In the majority of the examination cases combined forecasts marked two methods: artificial neural networks and variance-covariance have smaller prediction errors than their component forecasts. It appears that the results of empirical research confirmed the higher efficiency of combined forecast in comparison with individual forecasts.
- Źródło:
-
Folia Pomeranae Universitatis Technologiae Stetinensis. Oeconomica; 2009, 57
2081-0644 - Pojawia się w:
- Folia Pomeranae Universitatis Technologiae Stetinensis. Oeconomica
- Dostawca treści:
- Biblioteka Nauki
Artykuł