Method of Analogs in Prediction of Short Time Series: An Expert-statistical Approach

  • Authors:
  • A. S. Mandel'

  • Affiliations:
  • Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2004

Quantified Score

Hi-index 0.00

Visualization

Abstract

Prediction of the time series from short data samples was considered. An expert-statistical approach based on specially designed methods for joint use of the subjective and objective data was proposed for handling this problem. Its solution relies on the scheme of expert-statistical processing called the analog method.