Quantitative Tools and Soft Computing in Management Information Systems
Result description
The general methodological framework of classical econometric approach and soft computing approach are considered to forecast economic time series. Some theoretical concepts such as Kalman filtering , ARMA and transfer function models, and econometric models based on computational intelligence are discussed.
Keywords
Time series analysissoft computingecoometric modellinggranular computing
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Quantitative Tools and Soft Computing in Management Information Systems
Original language description
The general methodological framework of classical econometric approach and soft computing approach are considered to forecast economic time series. Some theoretical concepts such as Kalman filtering , ARMA and transfer function models, and econometric models based on computational intelligence are discussed.
Czech name
Kvantitatívní nástroje a soft comuting v manažerských informačních systémech
Czech description
Článek pojednává o metodologických přístupech modelování a prognozování ekonomických časových ad pomocí klasických ekonometrických metod a metod soft computingu. Také jsou diskutovány modelovací techniky založené na Kalmanové filtraci, ARMA modelech, modelech založených na přenosových funkcích a na báze výpočtové inteligence
Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ECON 07 (selected research papers)
ISSN
0862-7908
e-ISSN
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Volume of the periodical
14
Issue of the periodical within the volume
2007
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
9
Pages from-to
112-120
UT code for WoS article
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EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
AH - Economics
Year of implementation
2008