Forecasting Non-Stationary Time Series Method of Allocation Patterns

As has been noted in many papers on economic theory and mathematical modeling, most of the economic indicators are characterized by significant non-stationary processes of generating and variability of its structure. When working with multi-dimensional and one-dimensional time series of economic change as the model coefficients, so, and its structure. Reduces the number of variables and their influence disappears from the model, while others appear (Perminov G. 2013), (Ovchinnikov AA, Hramov AE, Lyuttehann A. & Koronovskii AA 2011). Currently, the structural analysis of essentially non-stationary time series can be represented as two directions: 1) a breakdown of such series into segme