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economic processes, identification parameters, different statements, regularization method
MAS 2011
Improvement of the Forecast of Economic Processes Parameters
Yuri Menshikov
In work the problem of synthesis of mathematical model of economic process is examined in deterministic statement. It is supposed that the amount of measurements by each variable minimally and coincides with number of variable in model. Such problem can also be named as fast identification of parameters of mathematical model of economic processes. The some possible variants of statement of such problem are considered. The retrospective test calculation on real measurements were executed for comparison with known methods.
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