✦ LIBER ✦
Reconfigurable combined forecasts in a non-stationary inflationary environment
✍ Scribed by V. Ya. Volkov; Y. U. M. Gladkov
- Publisher
- John Wiley and Sons
- Year
- 1995
- Tongue
- English
- Weight
- 412 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0277-6693
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✦ Synopsis
This paper presents a composite method for non-stationary economic forecasts, incorporating reconfigurable exponential trend extraction and linear combinations of parabolic and spectral estimators for short-term prediction. The method automatically identifies the points of time series misalignment induced by sharp environmental changes. An application to the problem of hard currency exchange rate prediction in Russia is presented.