Mathematical foundations of time series prediction

Mironov Andrew Mikhaylovich

Mathematical foundations of time series prediction

Mironov A. M.

Mironov Andrew Mikhaylovich

associate professor, Lomonosov Moscow State University, Faculty of Mechanics and Mathematics, Chair of Mathematical Theory of Intellectual Systems

Published: 2024, vol. 28, issue 3, pp. 47–79

Download full text (In Russian)

Abstract

The article outlines the basic concepts and methods of prediction time series. Various mixing prediction algorithms are considered and assessments of the quality of these algorithms are provided.

Keywords: time series, prediction algorithms, mixing prediction.

BibTeX

@article{IS-Mironov2024,
  author  = {Mironov, Andrew Mikhaylovich},
  title   = {{Mathematical foundations of time series prediction}},
  journal = {Intelligent Systems. Theory and Applications},
  year    = {2024},
  volume  = {28},
  number  = {3},
  pages   = {47--79},
}

AMSBIB

\Bibitem{IS-Mironov2024}
\by A.\,M.~Mironov
\paper Mathematical foundations of time series prediction
\jour Intelligent Systems. Theory and Applications
\yr 2024
\vol 28
\issue 3
\pages 47--79
\lang In Russian

Published under Creative Commons Attribution 4.0 International (CC BY 4.0)

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