论文信息 - Recurrent-and-parallel computing in the problem of vector autoregressive modelling

Recurrent-and-parallel computing in the problem of vector autoregressive modelling

The paper presents theoretical grounds of recurrent-and-parallel computing applying in combinatorial GMDH algorithm for modeling and prediction of complex multidimensional interrelated processes in the class of vector autoregressive models. The effectiveness of the constructed algorithm is demonstrated by modeling of interrelated processes in the field of Ukraine energy sphere with the purpose of effective managerial decision making.

Serhiy Yefimenko

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