Application of wavelet data analysis for forecast model development
https://doi.org/10.35266/1999-7604-2024-3-9
Abstract
The work is devoted to the development of a model for forecasting the price of any product based on the study of input data using the wavelet analysis. This method is a convenient tool for processing and transforming various types of initial data. Each element of the market mechanism is asassociated with a price, which is the key criterion affecting supply and demand. The processes of planning, stimulating and managing economic activity at all stages of reproduction are associated with pricing. Forecasting the consequences of decisions taken is a very important task. In the course of experiments on data from open sources, satisfactory results were obtained. It was established that it is possible to build a forecast for no more than three subsequent days.
About the Authors
O. V. Chubarova
Reshetnev Siberian State University of Science and Technology, Krasnoyarsk
Russian Federation
Russian Federation
Candidate of Sciences (Engineering), Associate Professor
A. V. Chubarov
Siberian Federal University, Krasnoyarsk
Russian Federation
Russian Federation
Candidate of Sciences (Engineering)
D. I. Liksonova
Siberian Federal University, Krasnoyarsk
Russian Federation
Russian Federation
Candidate of Sciences (Engineering)
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Review
For citations:
Chubarova O.V., Chubarov A.V., Liksonova D.I. Application of wavelet data analysis for forecast model development. Proceedings in Cybernetics. 2024;23(3):82-89. (In Russ.) https://doi.org/10.35266/1999-7604-2024-3-9
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