Comparative analysis of time series forecasting based on the trend model and adaptive Brown`s model

DOI №________________

Abstract

Article dwells upon statistical methods of analysis of time series, construction of trend and trendseasonal models of time series and their usage for forecasting of the development of economic processes. A comprehensive comparison of time series forecasting using a trend model and an adaptive Brown model is also performed. The forecasting of the bitcoin rate against the dollar is compared using these two models.

Keywords: time series, structural-forming components, trend model, trend-seasonal model, forecasting, determination coefficient.

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