time series

Development of software and algorithmic security for forecasting the cryptocurrency course using fractal analysis methods

The work created software and algorithmic support for modeling and forecasting the Bitcoin cryptocurrency using the ARFIMA (AutoRegressive Fractionally Integrated Moving Average) fractal model. Time series forecasting models (autoregressive, fractal) were analyzed. The selection of the most appropriate parameters of the selected fractal model was also carried out to maximize accuracy in view of the RMSE metric. The series were analyzed for trend, seasonality, white noise, non-stationarity and long-term memory.

Trends in horizontal and vertical crustal displacements based on international GNSS service data: a case study of New Zealand

The study analyzes the coordinate time series of five permanent International GNSS Service (IGS) stations located in New Zealand. It also considers their annual movement from 2009 to 2018. The raw data in the form of Receiver Independence Exchange (RINEX) files were taken from IGS database and processes by means of online processing service AUSPOS. Using coordinate time series, horizontal and vertical displacement rates were calculated covering the ten-year study period. According to the results, stations located at the North Island of New Zealand revealed an uplift of 31-32 mm/yr.

Information technology for forecasting the financial results of insurance companies

The purpose of time series modelling is to predict future indicators based on the study and analysis of past and present data. Various time series methods are used for forecasting. The article uses econometric extrapolation research methods. Analyzed scientific works are related to extrapolation methods for forecasting time series. The dynamics of the financial formation related to results of Ukrainian insurance companies by the types of their activities have been analyzed. The main factors that determine the effectiveness are determined.

Information technology for time series forecasting by the method of the forecast scheme synthesis

The study is devoted to the development of information technology for forecasting based on time series. It has been found that it is important to develop new models and forecasting methods to improve the quality of the forecast. Information technology is based on the evolutionary method of synthesis of the forecast scheme grounded on basic forecast models. The selected method allows you to consider any number of predictive models that may belong to different classes.


The method of construction of the combined model of forecast ing of time series based on basic models of forecasting is developed in the work. The set of basic models is dynamic, ie new prediction models can be included in this set. Models also can be deleted depending on the properties of the time series. For the synthesis of a combined model of forecasting time series with a given forecast step, the optimal step of prehistory is determined at the beginning. Next the functional is constructed.

A novel computation for predicting time series using fuzzy logical distance connectivity function and visibility graph theory

The visibility graph is a set of locations that lie in a line that can be interpreted as a graph-theoretical representation of a time series, while the fuzzy graph speaks about the connection between the lines by accurately demonstrating the level of the connection between the objects of a given set.  Many graphs do not show proper previous values.  Even knowing the previous values of times series,  prediction of the future values will not be accurate.  Therefore, to find the real values exactly, this paper introduces the Visibility graph by time series values $(x_{t},y

Recovering Gaps in Test Results and Identification of Operator Staff

The article addresses the problem of the restoration of missed values in the results of testing the recipients given by the time series. As experimental data, the time series with spaces are given. Recovery efficiency is estimated by the relative error of the recovered value. Examples of restoration missing data in the time series table and the individual time series are given. Used simple methods for replacing missed value by average, weighted average and median.

Recurrence plots construction of short time series by using MS Excel

The recurrence plot concept was disclosed as a proximity matrix between phase space depicting points on phase area for time series. Recurrence plots construction equations and application results of suggested method are given in the MS Excel. Three types of signals: harmonic, meanders, triangular are used as a graphical material and even noise distribution is imposed on this signals. Results have significant practical value, because recurrence plots method is not widely spread in Ukraine, however it is easy to implement in spreadsheet.

The long-term time-series prediction of the debris flow activity in Carpathian mountains' hydrogeologic region territory

Analysis of the debris flow formation factors which cause the long-term activity of debris flows is made. The methodology of the debris flows prediction subject to meteorological, hydrological, seismic, heliophysical factors is proposed. The regularities of long-term seasonality of these factors by using autocorrelation and spectral analysis are revealed. The integral rate of probability of debris flow intensification is calculated. The time series of this integral rate is extrapolated and the following peak of debris flows activation is predicted.