{"id":2089,"date":"2023-09-23T14:49:29","date_gmt":"2023-09-23T09:49:29","guid":{"rendered":"http:\/\/vestnik.polytech.tj\/?p=2089"},"modified":"2023-09-23T15:04:33","modified_gmt":"2023-09-23T10:04:33","slug":"modeling-of-time-rows-using-the-least-squares-method","status":"publish","type":"post","link":"https:\/\/vestnik.polytech.tj\/?p=2089&lang=en","title":{"rendered":"MODELING OF TIME ROWS USING THE LEAST SQUARES METHOD"},"content":{"rendered":"

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Authors<\/strong><\/span><\/p>\n

            Nizamitdinov A.I.\u2013<\/strong>Doctor of Philosophy, Department of Programming and Information <\/em>Systems, Polytechnic Institute of Tajik Technical University<\/em>,<\/em> Khujand, Republic of Tajikistan, <\/em>ahlidin@gmail.com.<\/em><\/a><\/p>\n

           Lashena T.V.<\/strong> \u2013 Master student of specialty 400102, Polytechnic Institute of Tajik Technical <\/em>University, <\/em>Khujand, Republic of Tajikistan,<\/em> lashena_t@mail.ru<\/em><\/a>.<\/p>\n

 <\/em>Annotation<\/strong><\/span><\/p>\n

       For modelling of time series usually using group of approaches are determining modelling, stochastic modelling and state space modelling. <\/em>This article considered modelling of time series using determining type of modelling missed values of time series data using least squares approach. <\/em>The functions often used to fit real time series dataset will create discrepancies or data set generated from experimental measurements are subject to error. In such cases is usually used the method of least squares.<\/em>Based on statistical theory, this approach constructs multivariate equation which with major probability can fit to real values of time series. The main objective in constructing models of time series is assessment of missing values using least squares approach. As an example of this approach it is considered simulated data with 3 missing values. It is conducted step-by-step construction of model for assessment missed values of time series.<\/em><\/p>\n

Key words<\/strong><\/span><\/p>\n

    time series, assessment, deterministic modelling, stochastic modelling, least squares approach, approximation<\/em><\/p>\n<\/div>\n<\/div>\n

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english<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

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2019<\/span><\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

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References <\/em><\/strong><\/span><\/p>\n

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  1. Nizamitdinov, M. Memmedli, O. Ozdemir (2010) Comparison Study Of P-Spline and Univariate Additive Model (Cubic Smoothing Spline) In Time-Series Prediction, In Proceedings: International Conference 24th Mini EURO Conference \u201cContinuous Optimization and Information-Based Technologies in the Financial Sector\u201d (MEC EurOPT 2010), Izmir, TURKEY<\/em> (2010), P.<\/em> 34<\/em> \u2013<\/em> 39<\/em>.<\/em><\/li>\n
  2. Nizamitdinov M. Memmedli, O. Ozdemir (2010), Time Series Forecasting using Fuzzy Time Series Approach, Neural Network Models and Regression Splines \u0447\u043e\u043f\u04e3 In Abstract Book: 24th European Conference on Operational Research, Lisbon, Portugal, (2010), P. 257<\/em>.<\/em><\/li>\n
  3. Nizamitdinov, M. Memmedli, O. Ozdemir (2013), ANN models and bayesian spline models for analysis of exchange rates and gold price. International Econometric Review, 5(2), <\/em>\u0420. <\/em>53<\/em> \u2013<\/em> 69.<\/em><\/li>\n
  4. Nizamitdinov, A. Shamilov, Forecasting time series data with spline functions, In Proceedings: The 17th International Symposium on Econometrics, Operations Research and Statistics, Sivas, Turkey, (2016), P.<\/em> 360<\/em> \u2013<\/em> 361<\/em>.<\/em><\/li>\n
  5. Nizamitdinov, Ozer Ozdemir, Neuro approaches and spline models in time series analysis, In Proceedings: The 17th International Symposium on Econometrics, Operations Research and Statistics, Sivas, Turkey, (2016), P.<\/em> 366<\/em> \u2013<\/em> 367<\/em>.<\/em><\/li>\n
  6. Abraham B. (1981). Missing Observations in Time Series. Communications in statistics Theory A, 10, <\/em>\u0420. <\/em>1643<\/em> \u2013<\/em><\/li>\n
  7. Beveridge S. (1992). Least Squares Estimation of Missing Values in Time Series.<\/em><\/li>\n
  8. Brockwell<\/em> J., & Davis, R.A. (1991). Time Series: Theory and Methods. New York, USA: Springer-Verlag.<\/em><\/li>\n
  9. Chatfield C. (2003). The Analysis of Time Series: An Introduction (6thed.). New York, USA: John Wiley and Sons.<\/em><\/li>\n
  10. Damsleth E. (1979). Interpolating Missing Values in a Time Series. Scand J Statist., 7, <\/em>\u0420. <\/em>33<\/em> \u2013<\/em><\/li>\n
  11. Ferreiro O. (1987). Methodologies for the Estimation of Missing Observations in Time Series. Statistics & Probability Letters, 5<\/em> (1), <\/em>\u0420. <\/em>65<\/em> \u2013<\/em><\/li>\n
  12. Gardner G., Harvey A.C., & Phillips, G.D. A. (1980). An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman. Applied Statistics, 29, \u0420. 311 \u2013 322.<\/em><\/li>\n<\/ol>\n<\/div>\n<\/div>\n

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    Publicaton date<\/span><\/strong><\/p>\n

    2023-09-23<\/p>\n<\/div>\n<\/div>\n

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    Authors             Nizamitdinov A.I.\u2013Doctor of Philosophy, Department of Programming and Information Systems, Polytechnic Institute of Tajik Technical University, Khujand, Republic of Tajikistan, ahlidin@gmail.com.            Lashena T.V. \u2013 Master student of specialty 400102, Polytechnic Institute of Tajik Technical University, Khujand, Republic of Tajikistan, lashena_t@mail.ru.  Annotation        For modelling of time series usually using group of approaches are determining modelling, stochastic modelling and state space modelling. This article considered modelling of time series using determining type of modelling missed values of…<\/p>\n","protected":false},"author":3,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[143],"tags":[189],"class_list":["post-2089","post","type-post","status-publish","format-standard","hentry","category-bulletin-of-pittu-2019","tag-bulletin-of-pittu-2019-4"],"acf":[],"featured_image_src":null,"author_info":{"display_name":"Ilhomjon Qodirov","author_link":"https:\/\/vestnik.polytech.tj\/?author=3"},"_links":{"self":[{"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=\/wp\/v2\/posts\/2089","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=2089"}],"version-history":[{"count":2,"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=\/wp\/v2\/posts\/2089\/revisions"}],"predecessor-version":[{"id":2091,"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=\/wp\/v2\/posts\/2089\/revisions\/2091"}],"wp:attachment":[{"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=2089"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=2089"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/vestnik.polytech.tj\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=2089"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}