З досвіду застосування активного індуктивного моделювання до прогнозування цін

Abstract

This paper shortly considers the next topics: (1) problem of unstability in linear modelling; (2) factor analysis and stabilization; method of two thresholds (MTT), or (β, γ)-method; (3) stabilization principle; the hypothesis about essence of GMDH; (4) economic criteria of forecast models; (5) active agent models; cycles of absorption and reduction. On some examples we demonstrate the advantage of MTT over known methods GAME and GMDH.