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Совместный Учет Статистической И Экспертной Информации При Прогнозировании Временных Рядов Экономических Показателей

Author

Listed:
  • Колесов Дмитрий Николаевич

    (СПбГУ)

  • Котов Никита Владимирович
  • Федоренко Андрей Сергеевич

Abstract

The article combines a statistical extrapolation method based on a spectral analysis of time series and a new forecasting method utilising non-metric, non-exact and non-complete expert information on alternatives probabilities in order to obtain more reliable estimates. The combined method proposed is approved by the forecasting of Russian corporate bonds markets indices.

Suggested Citation

  • Колесов Дмитрий Николаевич & Котов Никита Владимирович & Федоренко Андрей Сергеевич, 2007. "Совместный Учет Статистической И Экспертной Информации При Прогнозировании Временных Рядов Экономических Показателей," Vestnik of the St. Petersburg University. Series 5. Economics Вестник Санкт-Петербургского университета. Серия 5. Экономика, CyberLeninka;Федеральное государственное бюджетное образовательное учреждение высшего образования «Санкт-Петербургский государственный университет», issue 3, pages 93-101.
    • Handle: RePEc:scn:003571:14830948
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