| DC Field | Value | Language |
|---|
| dc.contributor.author | Lobach, V. I. | - |
| dc.contributor.author | Merkulov, R. I. | - |
| dc.contributor.author | Lobach, S. V. | - |
| dc.date.accessioned | 2019-11-19T05:59:34Z | - |
| dc.date.available | 2019-11-19T05:59:34Z | - |
| dc.date.issued | 2019 | - |
| dc.identifier.citation | Lobach, V. I. Statistical forecasting of panel data based on state space models / Lobach V. I., Merkulov R. I., Lobach S. V. // Информационные технологии и системы 2019 (ИТС 2019) = Information Teсhnologies and Systems 2019 (ITS 2019) : материалы международной научной конференции, Минск, 30 октября 2019 г. / Белорусский государственный университет информатики и радиоэлектроники; редкол. : Л. Ю. Шилин [и др.]. – Минск, 2019. – С. 238 – 239. | ru_RU |
| dc.identifier.uri | https://libeldoc.bsuir.by/handle/123456789/37372 | - |
| dc.description.abstract | Panel (or longitudinal) data describes a set of objects which are observed during certain period of time, so they
consist of repeated observations of the same objects in sequential time periods. The following examples of panel
data can be mentioned: annual household studies, monthly performance indicators for economic institutions and
many others. In this study we provide another approach to forecasting cross-sectional data based on state space
models together with Kalman filtering procedure. | ru_RU |
| dc.language.iso | ru | ru_RU |
| dc.publisher | БГУИР | ru_RU |
| dc.subject | материалы конференций | ru_RU |
| dc.subject | Kalman Filter | ru_RU |
| dc.subject | modeling panel data | ru_RU |
| dc.title | Statistical forecasting of panel data based on state space models | ru_RU |
| dc.type | Статья | ru_RU |
| Appears in Collections: | ИТС 2019
|
