2013 | 159 | 82-98
Article title

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

Title variants
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
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.
Physical description
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