:: International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
http://TuEngr.com
ISSN 2228-9860
eISSN 1906-9642
CODEN: ITJEA8
FEATURE PEER-REVIEWED ARTICLE
Vol.12(2) (2021) |
Socio-Economic Nonlinear Dynamics Processes for Forecast and Pre-Forecast Information Based on Time Series
Alfira Kumratova, Elena Popova (Department of Information Systems, Kuban State Agricultural University named after I.T. Trubilin, RUSSIA),
Natalia Skiter (Department of Information Systems in Economics, Volgograd State Technical University, RUSSIA),
Roman Klintsevich, Olga Shaposhnikova (Department of Mathematics, North Caucasian State Academy, RUSSIA).
Disciplinary: Information Systems, Application, and Analysis, Mathematics.
doi: 10.14456/ITJEMAST.2021.39
Keywords: Phase portrait; Dimensional rectangle; Phase analysis; Quasicycle; R/S analysis; Hurst exponent; Tourist flows.
AbstractThe paper presents a system of models and methods of nonlinear dynamics to study socio-economic processes and obtain pre-forecast and forecast information based on time series. The developed software toolkit Methods of nonlinear dynamics system (MNDS) implements the following functionality: calculation of statistical indicators with the construction of an empirical distribution function; phase analysis, R/S analysis. A distinctive feature of the complex is working with both short time series and large data. The presented analysis and forecast tool is aimed at studying aspects of the cyclical nature of socio-economic processes using the example of information about tourist flows and opportunities for an analyst, without delving into rather complex calculations and using the data obtained, to develop management recommendations for further decision-making and, accordingly, the implementation of practical action.Paper ID: 12A2R
Cite this article:
Kumratova, A., Elena Popova, E., Skiter, N., Klintsevich, R., Shaposhnikova, O. (2021). Socio-Economic Nonlinear Dynamics Processes for Forecast and Pre-Forecast Information Based on Time Series. International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies, 12(2), 12A2R, 1-13. http://doi.org/10.14456/ITJEMAST.2021.39
References
- Kumratova, A.M., Popova, E.V., Piterskaya, L.Y. (2019). Application of nonlinear dynamics methods for predictive testing the economic time series data. Indo American Journal of Pharmaceutical Science, 6(3), 5598-5602.
- Kumratova, A.M., Popova, E.V. (2014). Risk Assessment and management: time series analysis methods of nonlinear dynamics. Krasnodar, 212p.
- Yangishieva, A.M. (2005). Modeling the economic risks, methods of nonlinear dynamics. PhD Dissertation in Economics. Stavropol State University, 24 p.
- Kumratova, A.M., Sivkov, K.A. (2020). The methods of nonlinear dynamics Certificate of registration of the computer program, RU 2016661998.
- Kumratova, A.M., Popova, E.V., Turliy, S.I., Dunskaya, L.K. (2019). Decomposition multicriteria approach to the analysis of time series of tourist flows. Modern Economy Problems and Solutions, 5(113), 8-16.
- Packard, N., Crutchfield, J., Farmer, D., Shaw, R. (1980). Geometry from a Time Series. Physical Review, Letters, 45, 712-716.
- Peters, E. (2000). Chaos and order in capital markets. A new analytical view on cycles, prices and market variability. Moscow, 333 p.
- Kumratova, A., Popova, E., Costa L. (2019). A hybrid approach of fractal and linguistic forecasting of winter wheat yields in southern Russia. Indo American Journal of Pharmaceutical Science, 6(3), 5299-5303.
- Kumratova, A., Popova, E., Temirova, L., Shaposhnikova, O. (2019). Forecasting development of economic processes using adapted nonlinear dynamics methods. International Journal of Engineering and Advance Technology, 9(1), 3082-3085.
- Bogoviz, Al. V.; Savinskaya, D. N., Kumratova A. M. (2018). Expected Scenarios of Development of Information Economy in the Global Economic System. Models of modern information economy: conceptual contradictions and practical examples, 303-312.
- Kumratova, A., Popova, E., Costa, L., Zamotajlova, D. (2019). Methods of nonlinear dynamics as a hybrid tool for predic-tive analysis and research of risk-extreme levels. International Journal of Hybrid Intelligent System, 15(4), 221-241.
- Popova, E., Costa, L. de S., Kumratova, A. (2019). Hybrid instrumental means of predictive analysis of the dynamics of natural and economic processes. Advances in Intelligent System and Computing , 923, 31-39.
Other issues:
Vol.12(2)(2021)
Vol.12(1)(2021)
Vol.11(16)(2020)
Vol.11(15)(2020)
Vol.11(14)(2020)
Archives
Call-for-Papers
Call-for-Scientific PapersCall-for-Research Papers: ITJEMAST invites you to submit high quality papers for full peer-review and possible publication in areas pertaining engineering, science, management and technology, especially interdisciplinary/cross-disciplinary/multidisciplinary subjects.
To publish your work in the next available issue, your manuscripts together with copyright transfer document signed by all authors can be submitted via email to Editor @ TuEngr.com (no space between). (please see all detail from Instructions for Authors)
Publication and peer-reviewed process:
After the peer-review process (4-10 weeks), articles will be on-line published in the available next issue. However, the International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies cannot guarantee the exact publication time as the process may take longer time, subject to peer-review approval and adjustment of the submitted articles.