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Substantiation for Using the Moving Focus Method to Simulate and Predict the Time Series Form
Dmytrenko O. V., Ivashchenko P. A.

Dmytrenko, Oleksandr V., and Ivashchenko, Peter A. (2019) “Substantiation for Using the Moving Focus Method to Simulate and Predict the Time Series Form.” Business Inform 9:123–129.
https://doi.org/10.32983/2222-4459-2019-9-123-129

Section: Economic and Mathematical Modeling

Article is written in Ukrainian
Downloads/views: 12

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UDC 519.2:330.341

Abstract:
The predicting of economic factor using the moving focus method is substantiated. The method is based on the use of the focal parameter as a quantitative valuer of the form of parabolic segment of trend and is illustrated by the example of the factor of «Innovation Activities of Enterprises of Ukraine». The actual set of values of this indicator by the nature of cyclicity resembles the sequence of «innovative» buckets (jezves). The method uses the focuses of the parabolas’ segments that approximate these buckets. The simplest method of moving averages is used. The substantiation required the introduction and use of a new concept - «temporary series skeleton», which is a complex of pairs of the empiriametric models of the adjacent branches of trends of jezves. The application of the moving focus method allows to draw the following conclusion: if for the years of 2018 and 2019 the factor of «Share of Ukrainian Enterprises that Were Innovative» gains values of 18,40% and 25,50%, then, starting in 2020, the values of the factor are predicted to fall to 18,35% and 16,09% in 2021 and 2022, accordingly. Thus, at the interval of 2019-2022, the form of the growing trend (at a rate of 4,90x - 9868,78) is predicted to change downward (at a rate of 4,56x - 9214,28).

Keywords: moving focus, innovative activity, moving average, «temporary series skeleton».

Fig.: 6. Tabl.: 2. Formulae: 24. Bibl.: 12.

Dmytrenko Oleksandr V. – Candidate of Sciences (Economics), Associate Professor, Associate Professor, Department of Economic Theory and Economic Methods of Management, V. N. Karazin Kharkiv National University (4 Svobody Square, Kharkіv, 61022, Ukraine)
Email: [email protected]
Ivashchenko Peter A. – Candidate of Sciences (Economics), Associate Professor, Associate Professor, Department of Statistics, Accounting and Auditing, V. N. Karazin Kharkiv National University (4 Svobody Square, Kharkіv, 61022, Ukraine)
Email: [email protected]

List of references in article

Posokhov, I. M., Ivashchenko, P. O., and Ivanova, V. B. “Tsyklichnist innovatsiinoi aktyvnosti pidpryiemstv Ukrainy“ [Cyclicality of innovation activity of Ukrainian enterprises]. Statystychni metody ta informatsiini tekhnolohii analizu sotsialno-ekonomichnoho rozvytku. Khmelnytskyi: Khmelnytskyi universytet upravlinnia ta prava, 2018. 44-48.
Ivashchenko, P. O. “Prohnozuvannia za metodom kovznoho fokusa“ [Sliding focus prediction]. Statystychni metody ta informatsiini tekhnolohii analizu sotsialno-ekonomichnoho rozvytku. Khmelnytskyi: Khmelnytskyi universytet upravlinnia ta prava imeni Leonida Yuzkova, 2019. 179-182.
Dmytrenko, O. V., and Ivashchenko, P. O. “Modeliuvannia i prohnozuvannia tsyklichnoi povedinky dyskretnoho chasovoho riadu za metodom kovznoho fokusu“ [Simulation and prediction of the cyclic behavior of a discrete time series by the method of sliding focus]. Biznes Inform, no. 5 (2019): 106-110.
Naukova ta innovatsiina diialnist Ukrainy, 2017 rik [Scientific and Innovative Activity of Ukraine, 2017]. Kyiv: Derzhavna sluzhba statystyky Ukrainy, 2018.
Statystychnyi shchorichnyk Ukrainy za 2017 rik [Statistical Yearbook of Ukraine for 2017]. Kyiv: Derzhavna sluzhba statystyky Ukrainy, 2018.
“Statystychna informatsiia / Ekonomichna statystyka / Nauka, tekhnolohii ta innovatsiina diialnist (1990-2016) / Zahalnyi obsiah vytrat za napriamamy innovatsiinoi diialnosti“ [Statistical Information / Economic Statistics / Science, Technology and Innovation (1990-2016) / Total expenditure on innovation activities]. Derzhavna sluzhba statystyky Ukrainy. http://www.ukrstat.gov.ua/
Denisenko, V. I. Empiriometriya [Empiriometry]. Vladimir: Izd-vo VlGU, 2017.
Mokliachuk, M. P. Variatsiine chyslennia. Ekstremalni zadachi [Variational calculus. Extreme tasks]. Kyiv: VPTs «Kyivskyi universytet», 2009.
“Statistika innovatsiy“ [Innovation Statistics]. https://buhgalter911.com/blanki/statistika/statistika-innovaciy/
“Parabola“ [Parabola]. Vikipediya. https://ru.wikipedia.org/wiki/Парабола
Akopyan, A. A., and Zaslavskiy, A. V. Geometricheskiye svoystva krivykh vtorogo poryadka [Geometric properties of second-order curves]. Moscow: MTsNMO, 2007.
Khank, D. E., Uichern, D. U., and Rayte, A. Dzh. Biznes-prognozirovaniye [Business forecasting]. Moscow: ID «Vilyams», 2017.

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