The estimation of forecasting models adequacy in dealing information systems

B. V. Shamsha; E. G. Fedorov; Al Guli Abed

The estimation of forecasting models adequacy in dealing information systems

B. V. Shamsha, E. G. Fedorov, Al Guli Abed

Kharkiv National University of Radio Electronics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

In this paper the procedures of an estimation of forecasting models adequacy on foreign exchange market are given. A forecasting model was built by ARIMA method. The problem of adequacy estimation is very important and necessary.

Original language	English
Title of host publication	Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004
Pages	368-371
Number of pages	4
State	Published - 2004
Externally published	Yes
Event	Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004 - Lviv-Slavsko, Ukraine Duration: 24 Feb 2004 → 28 Feb 2004

Publication series

Name	Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004

Conference

Conference	Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004
Country/Territory	Ukraine
City	Lviv-Slavsko
Period	24/02/04 → 28/02/04

Keywords

Adequacy
ARIMA
Autoregression
Forecasting model

Cite this

Shamsha, B. V., Fedorov, E. G., & Abed, A. G. (2004). The estimation of forecasting models adequacy in dealing information systems. In Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004 (pp. 368-371). (Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004).

Shamsha, B. V. ; Fedorov, E. G. ; Abed, Al Guli. / The estimation of forecasting models adequacy in dealing information systems. Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004. 2004. pp. 368-371 (Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004).

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title = "The estimation of forecasting models adequacy in dealing information systems",

abstract = "In this paper the procedures of an estimation of forecasting models adequacy on foreign exchange market are given. A forecasting model was built by ARIMA method. The problem of adequacy estimation is very important and necessary.",

keywords = "Adequacy, ARIMA, Autoregression, Forecasting model",

author = "Shamsha, \{B. V.\} and Fedorov, \{E. G.\} and Abed, \{Al Guli\}",

year = "2004",

language = "English",

isbn = "9665533800",

series = "Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004",

pages = "368--371",

booktitle = "Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004",

note = "Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004 ; Conference date: 24-02-2004 Through 28-02-2004",

}

Shamsha, BV, Fedorov, EG & Abed, AG 2004, The estimation of forecasting models adequacy in dealing information systems. in Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004. Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004, pp. 368-371, Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004, Lviv-Slavsko, Ukraine, 24/02/04.

The estimation of forecasting models adequacy in dealing information systems. / Shamsha, B. V.; Fedorov, E. G.; Abed, Al Guli.
Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004. 2004. p. 368-371 (Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Fedorov, E. G.

AU - Abed, Al Guli

PY - 2004

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AB - In this paper the procedures of an estimation of forecasting models adequacy on foreign exchange market are given. A forecasting model was built by ARIMA method. The problem of adequacy estimation is very important and necessary.

KW - Adequacy

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KW - Autoregression

KW - Forecasting model

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M3 - Conference contribution

AN - SCOPUS:17144415284

SN - 9665533800

T3 - Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004

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BT - Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004

T2 - Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004

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Shamsha BV, Fedorov EG, Abed AG. The estimation of forecasting models adequacy in dealing information systems. In Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004. 2004. p. 368-371. (Modern Problems of Radio Engineering, Telecommunications and Computer Science. Proceedings of the International Conference TCSET'2004).

The estimation of forecasting models adequacy in dealing information systems

Abstract

Publication series

Conference

Keywords

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