Adaptive modeling of intensive and extensive components for the forecast image

Abstract

Purpose: the author studies the possibility of using adaptive regression models in the tasks of multivariate formation for a forecast image of the studied economic indicator. Discussion: the author proposed a method in this study. This method allows the dynamics of the modeled process to be represented in the form of two components. The author called these components the extensive component and the intensive one. Using these components in the framework of the proposed methodology, it is possible to construct a trajectory of extensive development and intensive development. In fact, the forecast image of the modeled process can be formed only from the trajectories of extensive development or trajectories of intensive development. In addition, it is possible to build combined trajectories in which extensive and intensive components are included in certain proportions. Results: the author proposed a method for forming a multivariate forecast image with a target set of certain properties.