METHOD OF PARAMETRIC SYNTHESIS OF BROWN’S MODEL BASED ON RETROSPECTIVE MULTI-OBJECTIVE OPTIMIZATIONJournal: Academic Journal "Industrial Machine Building, Civil Engineering" (Vol.2, No. 41)
Publication Date: 2014-11-26
Authors : Yu.А. Romanenkov; T.G. Zieiniiev;
Page : 48-56
Keywords : Brown's model; forecast sensitivity and robustness.;
Method of parametric synthesis of Brown’s model in extended domain of internal parameter is suggested. It is based on optimization of sensitivity and robustness of retrospective forecast. The approach suggested is illustrated by an example.
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