Izvestiya of Saratov University.
ISSN 1994-2540 (Print)
ISSN 2542-1956 (Online)


интеллектуальный анализ данных

Data Mining Methods for Financial Time Series Forecasting

Introduction. Data Mining algorithms enhancement leads to the solution of predictive analytics tasks in more efficient ways. The models ensembles are one of the actively developing areas, especially in those branches where predictive accuracy is more important than the interpretability of the model. Theoretical analysis. The forecasting problem requires careful study of the data set and methods suitable for analysis. It includes the solution of such subtasks as the choice of a forecasting model, the analysis of the forecast accuracy.