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Wygladzenie falkowe jako kluczowy instrument w predykcji krotkookresowej

Author

Listed:
  • Monika Hadas-Dyduch

    (University of Economics in Katowice)

Abstract

Celem artykulu jest przedstawienie autorskiej aplikacji falek do predykcji krotkookresowej szeregow czasowych. Proponowany do predykcji krotkookresowych szeregow czasowych (w szczegolnosci do predykcji wskaznikow makroekonomicznych) model jest autorskim modelem. Model oparty jest na analizie falkowej z falka Daubechies oraz modelu wyrownania wykladniczego. Model wyrownania wykladniczego zostal odpowiednio zmodyfikowany poprzez wprowadzenie funkcji falkowej i polaczony w jeden model prognostyczny.

Suggested Citation

  • Monika Hadas-Dyduch, 2016. "Wygladzenie falkowe jako kluczowy instrument w predykcji krotkookresowej," Working Papers 28/2016, Institute of Economic Research, revised Jun 2016.
    • Handle: RePEc:pes:wpaper:2016:no28
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    More about this item

    Keywords

    falki; predykcja; wyrownanie wykladnicze; analiza falkowa; transformata falkowa;
    All these keywords.

    JEL classification:

    • G00 - Financial Economics - - General - - - General
    • F00 - International Economics - - General - - - General
    • C00 - Mathematical and Quantitative Methods - - General - - - General

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