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arXiv · 1904.00029

Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting

Olena Kostylenko·Helena Sofia Rodrigues·Delfim F. M. Torres
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Abstract

This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed.

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Olena Kostylenko, Helena Sofia Rodrigues, Delfim F. M. Torres. 2019-03-29. Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting. https://doi.org/10.1007/978-3-030-26149-8_11

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