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ВЫЯВЛЕНИЕ ТРЕНДА И СЕЗОННОСТИ ДЛЯ ПРОГНОЗИРОВАНИЯ ПРОДАЖ
С. 252–253.
Сендерович М. А.
In book
МИЭМ НИУ ВШЭ, 2018.
Ivchenko A., Изюмов П. С., В кн.: "Труды МФТИ" Том 17, № 4 (68) (2025)Т. 17. Вып. 68.: МФТИ, 2025. С. 49–61.
This article is about analysis and evaluation of the Internet performance in the country. A set of different approaches to estimation of the network performance is proposed, including working with anomalous data, comparing different territorial zones and analyzing the components in the obtained time series. The paper focuses on factors affecting the Internet connection speed, ...
Added: July 4, 2026
Nigmatullin R. R., Dorokhin S. V., Ivchenko A., Mathematics 2021 Vol. 9 No. 4 Article 381
n this paper, we focus on the generalization of the Hurst empirical law and suggest a set of reduced parameters for quantitative description of long-time series. These series are usually considered as a specific response of a complex system (economic, geophysical, electromagnetic and other systems), where successive fixations of external factors become impossible. We consider ...
Added: June 27, 2026
Interpersonal Synchrony in Mentor-Mentee Dyads: An Analysis of Nonverbal Synchrony and Trait-Empathy
Vodneva A., Galina V. Oreshina, Kustova T. et al., Journal of Modern Foreign Psychology 2024 Vol. 13 No. 1 P. 47–57
Interpersonal synchrony is a notable aspect of communication; it is evident at various levels, including nonverbal.However, research on interpersonal synchrony in the workplace is limited in general and for mentoring in particular.Empathy is essential for both interpersonal synchrony and mentoring. This study aims to investigate how trait-empathycontributes to nonverbal synchrony in mentor-mentee dyads. Thirty-seven pairs ...
Added: August 26, 2025
Baklanova V., Eurasian Economic Review 2025 Vol. 15 P. 285–306
This study investigates the influence of Reddit community on Bitcoin market performance by introducing the Reddit Sentiment Index (RedditSI) as a tool to measure sentiment among Reddit users. The index was crafted based on the Bitcoin-related subreddits and classified with the Flair NLP model. Statistical analysis, including correlation, cointegration and causality tests, revealed significant relationships ...
Added: March 14, 2025
Potapov A., Финансовый журнал 2023 Т. 15 № 5 С. 94–116
Внедрение системы маржирования на рынках производных финансовых инструментов положительно сказывается на ликвидности рынка и эффективности рыночного ценообразования. При этом при оценке маржинальных требований не учитываются в полной мере диверсификация и хеджирование портфеля. Поэтому для соответствия регуляторным требованиям биржа устанавливает завышенный размер маржи.
В исследовании Daskalaki, Skiadopoulos (2016 г.) было доказано, что завышение маржинальных требований снижает положительный ...
Added: November 3, 2023
Ryzhikov A., Hushchyn M., Derkach D., IEEE Access 2023 Vol. 11 P. 104700–104711
Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change point detection algorithm based on Latent Neural Stochastic Differential Equations (SDE). Our method learns a non-linear deep ...
Added: October 5, 2023
Zvezdina N., Сараев А. В., Вопросы статистики 2023 Т. 30 № 1 С. 27–41
On the part of the population, residential real estate is considered from the point of view of improving the standard of living, as well as an object of profitable investment. The Russian residential real estate market attracts the attention of not only the population, but also researchers. Its structure and the multifactorial nature of development ...
Added: October 10, 2022
Rodionova L., Kopnova E., Вопросы статистики 2022 № 29(2) С. 61–76
In the article we try to explain the birth seasonality in Russia. In Russia, as in many countries of the world, most children were born in the summer (July, August). The amplitude of seasonal fluctuations in the number of births was calculated for two periods: 2006-2014 and 2015-2020. In the regions of the Russia there ...
Added: May 5, 2022
Rodionova L., Kopnova E., Демографическое обозрение 2019 Т. 6 № 2 С. 104–141
According to the May Presidential Decree (2018), one of the national goals and strategic objectives of the development of the Russian Federation for the period up to 2024 is “ensuring sustainable natural growth in the population of the Russian Federation and increasing life expectancy to 78 years”. Thus, the increased need to monitor the current demographic situation, the study ...
Added: September 2, 2019
Rodionova L., Kopnova E., / Series WP BRP "Basic research program". 2017. No. 166/EC/2017.
This paper investigates the issue of food security as the basis for stable economic development using the example of North Africa. A statistical analysis of economic and financial factors in relation to the determinants of food security was carried out using a panel cointegrating model based on official international statistics of the Food and Agriculture ...
Added: July 3, 2017
Mkhitarian V., Arkhipova M., Балаш В. А. et al., М.: Проспект, 2015.
В настоящем учебнике «Эконометрика» рассматривается как дисциплина, объединяющая совокупность результатов, методов и приемов экономической теории, экономической статистики и математико-статистического инструментария для количественного выражения качественных закономерностей. Курс эконометрики призван научить различным способам выражения связей и закономерностей через эконометрические модели, основанные на данных статистических наблюдений. Эконометрический подход предусматривает анализ соответствия выбранной модели изучаемому объекту, рассмотрению причин, приводящих ...
Added: March 10, 2017
Kopnova E., Rodionova L., Известия Саратовского университета. Новая серия. Серия: Экономика. Управление. Право 2016 Т. 16 № 3 С. 306–315
Introduction. Possibilities of application ARIMA-models to analysis and forecasting of demographic time series were considered in the article. Foreign studies had shown that the ARIMA-models give good results for forecasting indicators such as population, birth rates and death rates, life expectancy, along with the traditional demographic methods (cohort-component approach). Research technique. Box-Jenkins methodology of the ...
Added: November 15, 2016
Khachatryan N., Kravchenko T. K., Akopov A. S. et al., Аудит и финансовый анализ 2016 № 3 С. 128–133
This work is devoted to the analysis and forecasting of the main indicators of the Russian stock market ‒ the indices of the Russian Trading System and the Moscow Interbank Currency Exchange. Autoregressive models with distributed lags describing the behavior of these indices are constructed. On the basis of the proposed models, a retrospective forecasting ...
Added: June 26, 2016
Mkhitarian V., Arkhipova M., Балаш В. А. et al., М.: Проспект, 2014.
Рассматриваются методы и алгоритмы построения эконометрических моделей по пространственным, временным и пространственно-временным выборкам, методы оценки параметров моделей и проверки их значимости. Изложение регрессионного анализа начинается с классической двумерной и множественной линейной модели, которая в дальнейшем обобщается на условия мультиколлинеарности и нелинейности, гетероскедастичности и автокоррелированности регрессионных остатков. Рассматриваются также модели с переменной структурой, бинарного и множественного ...
Added: March 16, 2015
Московский А. Д., Ровбо М. А., Khoroshevsky V. F., Программные продукты и системы 2013 № 3 С. 194–202
The creation of software of analyst workplace supporting the mining process large amounts of statistical data of science, education and innovation are discussed in the paper. A hybrid approach, to the integration of classical methods of mathematical correlation analysis, pattern analysis and time series, as well as the interpretation of the results is provided. Particular ...
Added: November 24, 2013
Pilnik N., Pospelov I. G., Stankevich I., Экономический журнал Высшей школы экономики 2015 Т. 19 № 2 С. 249–270
This paper considers a seasonal adjustment procedure that is capable of preparing data to the use in applied general equilibrium models. It is shown that standard seasonal adjustment procedures do not satisfy the property of invariance to deflating, that hinders their use in applied general equilibrium models. A system of axioms that describes the desired ...
Added: October 31, 2013
Pashkevich A., В кн.: Российская социология завтрашнего дня: Сборник студенческих работ (Вып.1).: М.: Издательский дом ГУ-ВШЭ, 2006. С. 173–194.
В статье рассматриваются основные классы моделей анализа временных рядов: математический формализм этих методов и конкретное применение на примере эмпирического исследования потребительской активности людей в области игорного поведения. В работе рассмотрены классические модели поиска тренда, классические модели авторегрессии и модели авторегрессии скользящего среднего. Проанализирована структура временного ряда, который получен на основе данных, предоставленных одним из региональных ...
Added: December 24, 2012