Local-Median Method of Forecasting for Regression Time Series under Outliers

2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.

Dynamical Systems in Description of Nonlinear Recursive Regression Transformers

The task of approximation-forecasting for a function, represented by empirical data was investigated. Certain class of the functions as forecasting tools: so called RFT-transformers, – was proposed. Least Square Method and superposition are the principal composing means for the function generating. Besides, the special classes of beam dynamics with delay were introduced and investigated to get classical results regarding gradients. These results were applied to optimize the RFT-transformers. The effectiveness of the forecast was demonstrated on the empirical data from the Forex market.

Dimension Reduction of the Explanatory Variables in Multiple Linear Regression

2002 Mathematics Subject Classification: 62J05, 62G35.

Analysing Conjoint Analysis Data by a Random Coefficient Regression Model

2000 Mathematics Subject Classification: 62J12, 62K15, 91B42, 62H99.

Application of Two-Phase Regression to Geotechnical Data

2000 Mathematics Subject Classification: 62F10, 62J05, 62P30

Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.