Bidyuk P.I. Adaptive forecasting of financial and economic processes on the principles of system analysis

Concept of development and implementation of adaptive forecasting systems is proposed that is based on the system analysis principles. The approach proposed provides a possibility for taking into consideration the uncertainties of various types and to increase the quality of forecast estimates. The forecasting system includes two adaptation loops the functioning of which is directed towards improvement of model quality and forecast estimates respectively. An example of the system application is given.

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