Title :
The estimation of forecasting models adequacy in dealing information systems
Author :
Shamsha, B.V. ; Fedorov, E.G. ; Abed, Al-Guli
Author_Institution :
Dept. of Inf. Manage. Syst., Kharkov Nat. Univ. of Radioelectron., Ukraine
Abstract :
In This work the procedures of an estimation of forecasting models adequacy on foreign exchange market are given. A forecasting model was built by ARIMA method. Forecasting model to the complex diagnostic verification through the analysis of autocorrelation functions, hollow-charge peridogram of residual errors and confidence intervals of forecasting values are suggested. The problem of adequacy estimation is very important and necessary.
Keywords :
autoregressive moving average processes; forecasting theory; foreign exchange trading; information systems; adequacy estimation; autocorrelation functions; autoregression and integrated moving average method; complex diagnostic verification; forecasting models; forecasting values; foreign exchange market; hollow charge peridogram; information systems; residual errors; Data analysis; Decision making; Economic forecasting; Equations; Erbium; Exchange rates; Information management; Information systems; Predictive models; Radio spectrum management;
Conference_Titel :
Modern Problems of Radio Engineering, Telecommunications and Computer Science, 2004. Proceedings of the International Conference
Conference_Location :
Lviv-Slavsko, Ukraine
Print_ISBN :
966-553-380-0
