Иcследование временного ряда, составленного из цен акций ОАО НК "Роснефть"

Bibliografische gegevens
Parent link:Перспективы развития фундаментальных наук=Prospects of Fundamental Sciences Development: сборник научных трудов XIII Международной конференции студентов, аспирантов и молодых ученых, г. Томск, 26-29 апреля 2016 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; под ред. И. А. Курзиной, Г. А. Вороновой.— , 2016
Т. 3 : Математика.— 2016.— [С. 27-29]
Hoofdauteur: Бозняков Р. В.
Coauteur: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики и математической физики (ВММФ)
Andere auteurs: Семенов М. Е. Михаил Евгеньевич (727)
Samenvatting:Заглавие с титульного экрана
There are two main goals of time series analysis: definition of the nature of the series andforecasting (prediction of the future values of a time series of past and present values). Both of these objectivesrequire that a model has been identified and a number of more or less formally described. Once the model isdefined, you can use it to interpret the data is viewed.In this paper, we consider the time series consisting of 252 observed values. For a given number of analyzes todetermine its characteristics. Models were selected from two classes. On the basis of the results obtained compared the two selected classes of models.
Taal:Russisch
Gepubliceerd in: 2016
Onderwerpen:
Online toegang:http://earchive.tpu.ru/handle/11683/25913
Formaat: Elektronisch Hoofdstuk
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=618216
Omschrijving
Samenvatting:Заглавие с титульного экрана
There are two main goals of time series analysis: definition of the nature of the series andforecasting (prediction of the future values of a time series of past and present values). Both of these objectivesrequire that a model has been identified and a number of more or less formally described. Once the model isdefined, you can use it to interpret the data is viewed.In this paper, we consider the time series consisting of 252 observed values. For a given number of analyzes todetermine its characteristics. Models were selected from two classes. On the basis of the results obtained compared the two selected classes of models.