MATHEMATICS. MATHEMATIC MODELING

Methods of nonlinear dynamics for the preforecasting analysis of time series in case of critical phenomena

N. S. Ebzeyeva

Karachai-Circassian State Technological Academy

Abstract: Article uses such methods of nonlinear dynamics as the fractal analysis and the phase analysis of economic time series. With their help the degree of influence of the critical phenomena on such preforecasting characteristics of these series as depth of memory, trend stability and cyclists is investigated and estimated. Time series of volumes of sale of goods are considered as a real object of research. The author establishes that critical phenomenon known as “default of August, 1998” has essentially changed parameters of dynamics of researched time series. Estimations of this change are obtained.

UDC: 519.86

Received: 26.11.2007

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