Modification of the “Piramidal” Algorithm of the Small Time Series Forecasting
Yuriy V. Turbal, Маріана Турбал, Андрій Ярославович Бомба, Abd Alkaleg Hsen Driwi, Nataliia E. Kunanets · 2021
It is proposed a modification of the “piramidal” algorithm of small time series forecasting. “Piramidal” approach was developed in recent years, numerical results show advantages of this method in comparison with known approaches to extrapolation, based on the using of polynomials, including Newton’s extrapolation. But this approach was tested only on deterministic time series. In this paper piramidal approach is applied to construct prognoses in the case where the time series contains a random component. It is studied the procedure for constructing the forecast value in accordance with the pyramidal method and improved the main criteria of this method . The main idea of the method improving is to find special patterns in the table of finite differences. The improved method is used for the number of patients with COVID-19 forecasting in Ukraine.