Otsenka Prognozov Modeley I Prognozirovanie Pri Strukturnykh Sdvigakh: Usovershenstvovannaya Metodika Otsenki Kachestva Prognozov Statisticheskikh ... Strukturnykh Sdvigov. - Viktor Kitov - Books - LAP LAMBERT Academic Publishing - 9783843300346 - October 12, 2010
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Viktor Kitov
Otsenka Prognozov Modeley I Prognozirovanie Pri Strukturnykh Sdvigakh: Usovershenstvovannaya Metodika Otsenki Kachestva Prognozov Statisticheskikh ... Strukturnykh Sdvigov. Russian edition

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V rabote rassmotreny dva podkhoda k usovershenstvovaniyu metodiki otsenki kachestva prognozov statisticheskikh modeley, a takzhe predlozhen novyy metod prognozirovaniya pri nalichii strukturnykh sdvigov v vyborke nablyudeniy, po kotoroy otsenivaetsya statisticheskaya model'. Pervyy podkhod k usovershenstvovaniyu metodiki otsenki kachestva prognozov osnovyvaetsya na asimptoticheskom razlozhenii vtorogo poryadka statistiki, poluchennoy v rabotakh West (1996) i West, McCracken (1998). Dannoe razlozhenie pozvolyaet opredelit' smeshchenie ukazannoy statistiki, uchet kotorogo sushchestvenno povyshaet tochnost' proverki statisticheskikh gipotez, svyazannykh s kachestvom prognozov. Vtoroy podkhod k usovershenstvovaniyu metodiki otsenki kachestva prognozov osnovan na neravnomernom uchete nablyudeniy pri postroenii vyborochnoy otsenki interesuyushchey statistiki. V zaklyuchitel'noy chasti raboty predlagaetsya novyy metod prognozirovaniya pri nalichii strukturnykh sdvigov (rezkikh izmeneniy parametrov sluchaynogo protsessa, opisyvayushchego statisticheskie dannye) v vyborke nablyudeniy. Kazhdyy iz predlozhennykh podkhodov protestirovan na model'nykh vremennykh ryadakh s pomoshch'yu statisticheskikh ispytaniy Monte-Karlo.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 12, 2010
ISBN13 9783843300346
Publishers LAP LAMBERT Academic Publishing
Pages 136
Dimensions 150 × 8 × 225 mm   ·   221 g
Language German  

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