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  5. Assessment of the accuracy of forecasting time series, given wavelet-approximation

Assessment of the accuracy of forecasting time series, given wavelet-approximation

O.V. Sira
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The technique of forecasting time series, given in the form of wavelet - approximation. Using a simulation model evaluated the forecast accuracy depends on the variability of the original series and the length of the interval forecast. Recommendations on the practical application of the proposed technology in real problems for time series prediction.
Keywords: prognostication of temporal rows, wavelet-approximation, estimation of exactness of prognostication