1
1.1 . 1
1.2 . 16
1.3 . 20
1.4 .. 24
1.5 . 26
1.6 . 33
1.6.1 . 35
1.6.2 . 40
. 44
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1. ().
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, . .
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. (Charles C.Holt) - , 1957. 1960- . . (Peter R.Winters), . - [4].
. , 1985., . [5] . .
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, -11 , , , TRAMO-SEATS (Time series Regression with ARIMA noise, Missing values and Outliers) / (Signal Extraction in ARIMA Time Series), [10].
STL: Seasonal - Trend Decomposition Procedure Based on LOESS - - , ( . LOcal regrESSions - LOESS). , , - . LOESS : , () [11].
, 1980- . , . , , .
.
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-, , . (threshold autoregressive model - TAR)[12]. , , , .
-, , . , . , , . , . , , (Autoregressive Conditional Heteroscedastic - ARCH), . 1982.[13].
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