Wpływ redukcji szumu losowego metodą najbliższych sąsiadów na wyniki prognoz otrzymanych za pomocą największego wykładnika Lapunowa

• Authors: Monika Miśkiewicz-Nawrocka

Title variants

EN

The Effect of the Reduction Random Noise by the Method of Nearest Neighbors on Forecasting Results Obtained Using the Largest Lyapunov Exponent

• Languages of publication: PL

Abstracts

EN

In this paper has been researched the effect of random noise reduction on the accuracy of forecasts of economic time series obtained using the largest Lyapunov exponent method (LEM). The aim of the article was to compare the prediction errors obtained by LEM for the series before and after the random noice reduction and the time series filtred by models ARMA. The nearest neighbors method was used to reduce random noise in economic time series.

Keywords

PL

Badania empiryczne; Prognozowanie; Prognozowanie rynku pracy; Szeregi czasowe; Wykładniki Lapunowa

EN

Empirical researches; Forecasting; Labour market forecasting; Lyapunov exponents; Time-series

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 159
• Pages: 82-98

Contributors

author

Monika Miśkiewicz-Nawrocka

References

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Identifiers

ISSN

2083-8611