Branch of Rostov State Economic University
Author list of organization
List of articles written by the authors of the organization
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PROGNOSTIC RESEARCH ON THE NATURAL AND ECONOMIC PROCESSES
Description
The increase in volume of processed data and the rapid development of environmental monitoring, modeling, forecasting, analysis, visualization, prediction in modern conditions is connected with the consistent increase in their level of formalization. The bases for all this are requirements of significantly changed stochastics natural and economic processes. A new method of nonlinear dynamics, namely the method of sequential R/S-analysis is proposed. In the article, the authors paid attention to the method of fractal analysis of time series. The founder of fractal analysis is a British hydrologist H.E Hurst. He showed that natural phenomena such as river flows, rainfall, temperature, solar activity is followed by «biased random walk», i.e. trend with noise. The noise level and trend resistance are estimated in change in the normalized amplitude levels of the time series for the expiration time, or, in other words, how they entered a quantity called the Hurst exponent exceeds the value of 0.5. Rather essential information is a cyclical component to forecast. Thus, there is a need for further study of natural and economic processes based on the new mathematical models. These methods bring to forecast new useful methodological elements that are not in continuous methodology, concepts such as «noise color» persistence and anti-persistent series, Hurst, «long-term memory», R/S-trajectory and the trajectory of the Hurst exponent, etc.
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STABILITY OF DEVELOPMENT OF AGRARIAN SECTOR: COMPLEX OF MATHEMATICAL METHODS AND MODELS
Description
Tools and mathematical methods offered for usage represent essentially new base for forecasting of discrete evolutionary processes. Authors represent complete system of models and methods of temporary ranks’ with memory forecasting
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