The paper formulates the problem of time series forecast definition with a given probability (guarantee). Two approaches to the task solution are offered. The first method is based on forecasting by a time-variant regression and a relevant histogram. The second method consists of preliminary calculation of a new time series of some statistics and creation of their forecast. The methods offered are used to determine the guaranteed characteristics of Brent oil price in 2013 year and to make a long-term forecast for 2014–2016 years. Bibliogr. 12. Il. 10.
Original languageEnglish
Pages (from-to)82-96
JournalВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. СЕРИЯ 10: ПРИКЛАДНАЯ МАТЕМАТИКА, ИНФОРМАТИКА, ПРОЦЕССЫ УПРАВЛЕНИЯ
Issue number4
StatePublished - 2014

    Research areas

  • time series, regression, forecast with guarantee, estimation by histogram, Brent oil price.

ID: 5754489