Method of time series extrapolation, based on the analysis of divided differences

  • Андрій Ярославови Бомба
  • А. П. Сьох
  • Юрій Васильович Турбал
  • М. Ю. Турбал
Keywords: extrapolation, forecast, divided differences, interpolation, time series

Abstract

The paper proposes a method of time series extrapolation, based on the analysis of divided differences. The procedure of modifying corresponding differences and finding such their order, for which a better predicted value (in a certain sense) can be found, is proposed. Then the value of the original function at the point, located outside the interpolation interval, can be found on the base of the predicted value for the divided differences by using a special computational procedure.

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References

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Published
2017-05-29
How to Cite
Бомба, А. Я., Сьох, А. П., Турбал, Ю. В., & Турбал, М. Ю. (2017). Method of time series extrapolation, based on the analysis of divided differences. Bulletin of V.N. Karazin Kharkiv National University, Series «Mathematical Modeling. Information Technology. Automated Control Systems», 33, 36-51. Retrieved from https://periodicals.karazin.ua/mia/article/view/9186
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