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THE PREDICTION OF ENTERPRISES ACTIVITY INDICATORS TAKING INTO ACCOUNT THE INITIAL DATA UNCERTAINTY

https://doi.org/10.26425/1816-4277-2019-1-94-99

Abstract

The mathematical method of making forecasts when the initial data uncertainty have been considered. To obtain point and interval estimates of the parameters of mathematical models that take into account errors in the values of the function and argument, the use methods of confluent analysis has been proposed. For linear models, point estimates and confidence intervals of predictions have been found. The developed method is used to solve the problem of forecasting the volume of services provided by organizations of the housing and utilities complex. The sales volume simulating for different values of time intervals has been conducted and the influence of the initial information error on the model parameter values and predicted values has been analyzed.

About the Authors

Yu. Gagarin
Bauman Moscow State Technical University, Kaluga Branch
Russian Federation

Candidate of Engineering Sciences,

Kaluga



S. Gagarina
Kaluga State University named afler K. E. Tsiolkovsky
Russian Federation

Candidate of Economic Sciences, 

Kaluga



References

1. Gagarin Yu. E., Gagarina S. N. Vozmozhnost’ interval’nogo otsenivaniya parametrov modeli pri sluchaynom kharaktere mnozhestva faktorov [The possibility of interval estimation of model parameters for the random nature of many factors]. Nauchnye trudy KGU im. K. E. Tsiolkovskogo. Seriya: Estestvennye nauki. Kaluga: Izdatel’stvo KGU imeni K. E. Tsiolkovskogo, 2017, pp. 90–92.

2. Gagarina, S. N., Gagarin, Yu. E. Interval’noe prognozirovanie ob”emov sprosa na uslugi sub”ektov estestvennykh monopolii s uchetom neopredelennosti informatsii [Interval forecasting of demand for services of natural monopolies subject to the uncertainty of information]. Vestnik universiteta, 2013, I. 22, pp. 101–110.

3. Greshilov A. A. Matematicheskie metody prinyatiya reshenii: Ucheb. posobie dlya vuzov [Mathematical decision making methods]. M.: Izd-vo MGTU im. N. E. Baumana, 2006, 584 p.

4. Kendall, M., Stuart, A. Statisticheskie vyvody i svyazi [The advanced theory of statistics]. M.: Nauka, 1973, 900 p.

5. Fuller, W. A. Measurement error models. New york ect.: Wiley, 1987. 440 p.


Review

For citations:


Gagarin Yu., Gagarina S. THE PREDICTION OF ENTERPRISES ACTIVITY INDICATORS TAKING INTO ACCOUNT THE INITIAL DATA UNCERTAINTY. Vestnik Universiteta. 2019;(1):94-99. (In Russ.) https://doi.org/10.26425/1816-4277-2019-1-94-99

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ISSN 1816-4277 (Print)
ISSN 2686-8415 (Online)