Estimación de los parámetros de un modelo de pronóstico con componente cíclico con programación lineal
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Universidad Distrital Francisco José de Caldas
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The forecasting models with cyclic component are few treated, and the parameters estimations of those kind of models usually can be made with minims squares method. In this article is proposed the use of linear programming for made parameter estimation, in a forecasting model with cyclic component based in Fourier series, using as criteria the minimization of sum of absolute error. Finally, is make a comparative analysis of this technique, with, the minims squares method using simulating.
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Forecasting technique, Cycling, Fourier series, Linear regression, Parameter estimation, Absolute error, Linear programming., Técnicas de pronóstico, Ciclicidad, Series de Fourier, Regresión lineal, Estimación de parámetros, Error absoluto, Programación lineal.