Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting
Dynamical Systems
2019-08-14 v1 General Finance
Abstract
This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed.
Keywords
Cite
@article{arxiv.1904.00029,
title = {Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting},
author = {Olena Kostylenko and Helena Sofia Rodrigues and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1904.00029},
year = {2019}
}
Comments
This is a preprint of a paper accepted for publication 29-March-2019 as a book chapter in 'Advances in Intelligent Systems and Computing' [https://www.springer.com/series/11156], Springer