{"id":3158,"date":"2023-07-18T22:25:37","date_gmt":"2023-07-18T22:25:37","guid":{"rendered":"https:\/\/statorials.org\/ru\/tbats-%d0%b2-%d1%80\/"},"modified":"2023-07-18T22:25:37","modified_gmt":"2023-07-18T22:25:37","slug":"tbats-%d0%b2-%d1%80","status":"publish","type":"post","link":"https:\/\/statorials.org\/ru\/tbats-%d0%b2-%d1%80\/","title":{"rendered":"\u041a\u0430\u043a \u0430\u0434\u0430\u043f\u0442\u0438\u0440\u043e\u0432\u0430\u0442\u044c \u043c\u043e\u0434\u0435\u043b\u044c tbats \u0432 r (\u0441 \u043f\u0440\u0438\u043c\u0435\u0440\u043e\u043c)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><span style=\"color: #000000;\">\u041f\u043e\u043f\u0443\u043b\u044f\u0440\u043d\u044b\u0439 \u043c\u0435\u0442\u043e\u0434 \u043f\u0440\u043e\u0433\u043d\u043e\u0437\u0438\u0440\u043e\u0432\u0430\u043d\u0438\u044f \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432 \u0438\u0437\u0432\u0435\u0441\u0442\u0435\u043d \u043a\u0430\u043a <strong>TBATS<\/strong> , \u0447\u0442\u043e \u044f\u0432\u043b\u044f\u0435\u0442\u0441\u044f \u0430\u0431\u0431\u0440\u0435\u0432\u0438\u0430\u0442\u0443\u0440\u043e\u0439 \u043e\u0442:<\/span><\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>\u0422\u0440\u0438\u0433\u043e\u043d\u043e\u043c\u0435\u0442\u0440\u0438\u0447\u0435\u0441\u043a\u0430\u044f<\/strong> \u0441\u0435\u0437\u043e\u043d\u043d\u043e\u0441\u0442\u044c<\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041f\u0440\u0435\u043e\u0431\u0440\u0430\u0437\u043e\u0432\u0430\u043d\u0438\u0435 <strong>\u041a\u043e\u0440\u043e\u0431\u043a\u0438<\/strong> -\u041a\u043e\u043a\u0441\u0430<\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041e\u0448\u0438\u0431\u043a\u0430 <strong>RMA<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\u0422\u0435\u043d\u0434\u0435\u043d\u0446\u0438\u044f<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>\u0421\u0435\u0437\u043e\u043d\u043d\u044b\u0435<\/strong> \u043a\u043e\u043c\u043f\u043e\u043d\u0435\u043d\u0442\u044b.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u042d\u0442\u043e\u0442 \u043c\u0435\u0442\u043e\u0434 \u043f\u043e\u0434\u0445\u043e\u0434\u0438\u0442 \u0434\u043b\u044f \u0440\u0430\u0437\u043b\u0438\u0447\u043d\u044b\u0445 \u043c\u043e\u0434\u0435\u043b\u0435\u0439 \u0441 \u0438 \u0431\u0435\u0437:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">\u0421\u0435\u0437\u043e\u043d\u043d\u043e\u0441\u0442\u044c<\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041f\u0440\u0435\u043e\u0431\u0440\u0430\u0437\u043e\u0432\u0430\u043d\u0438\u0435 \u0411\u043e\u043a\u0441\u0430-\u041a\u043e\u043a\u0441\u0430<\/span><\/li>\n<li> <span style=\"color: #000000;\">\u041f\u0440\u043e\u0446\u0435\u0441\u0441 ARMA(p,q)<\/span><\/li>\n<li> <span style=\"color: #000000;\">\u0420\u0430\u0437\u043b\u0438\u0447\u043d\u044b\u0435 \u0442\u0435\u043d\u0434\u0435\u043d\u0446\u0438\u0438<\/span><\/li>\n<li> <span style=\"color: #000000;\">\u0420\u0430\u0437\u043b\u0438\u0447\u043d\u044b\u0435 \u0441\u0435\u0437\u043e\u043d\u043d\u044b\u0435 \u044d\u0444\u0444\u0435\u043a\u0442\u044b<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u042d\u0442\u043e\u0442 \u043c\u0435\u0442\u043e\u0434 \u0432\u044b\u0431\u0435\u0440\u0435\u0442 \u043c\u043e\u0434\u0435\u043b\u044c \u0441 \u043d\u0430\u0438\u043c\u0435\u043d\u044c\u0448\u0438\u043c \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435\u043c <a href=\"https:\/\/statorials.org\/ru\" target=\"_blank\" rel=\"noopener\">\u0438\u043d\u0444\u043e\u0440\u043c\u0430\u0446\u0438\u043e\u043d\u043d\u043e\u0433\u043e \u043a\u0440\u0438\u0442\u0435\u0440\u0438\u044f \u0410\u043a\u0430\u0438\u043a\u0435<\/a> (AIC) \u0432 \u043a\u0430\u0447\u0435\u0441\u0442\u0432\u0435 \u043e\u043a\u043e\u043d\u0447\u0430\u0442\u0435\u043b\u044c\u043d\u043e\u0439 \u043c\u043e\u0434\u0435\u043b\u0438.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><span style=\"color: #000000;\">\u0421\u0430\u043c\u044b\u0439 \u043f\u0440\u043e\u0441\u0442\u043e\u0439 \u0441\u043f\u043e\u0441\u043e\u0431 \u043f\u043e\u0434\u043e\u0433\u043d\u0430\u0442\u044c \u043c\u043e\u0434\u0435\u043b\u044c TBATS \u043a \u043d\u0430\u0431\u043e\u0440\u0443 \u0434\u0430\u043d\u043d\u044b\u0445 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432 \u0432 R \u2014 \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0444\u0443\u043d\u043a\u0446\u0438\u044e <strong>tbats<\/strong> \u0438\u0437 \u043f\u0430\u043a\u0435\u0442\u0430 <strong>\u043f\u0440\u043e\u0433\u043d\u043e\u0437\u0438\u0440\u043e\u0432\u0430\u043d\u0438\u044f<\/strong> .<\/span><\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0412 \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0435\u043c \u043f\u0440\u0438\u043c\u0435\u0440\u0435 \u043f\u043e\u043a\u0430\u0437\u0430\u043d\u043e, \u043a\u0430\u043a \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u044d\u0442\u0443 \u0444\u0443\u043d\u043a\u0446\u0438\u044e \u043d\u0430 \u043f\u0440\u0430\u043a\u0442\u0438\u043a\u0435.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>\u041f\u0440\u0438\u043c\u0435\u0440: \u041a\u0430\u043a \u0430\u0434\u0430\u043f\u0442\u0438\u0440\u043e\u0432\u0430\u0442\u044c \u043c\u043e\u0434\u0435\u043b\u044c TBATS \u0432 R<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">\u0414\u043b\u044f \u044d\u0442\u043e\u0433\u043e \u043f\u0440\u0438\u043c\u0435\u0440\u0430 \u043c\u044b \u0431\u0443\u0434\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0432\u0441\u0442\u0440\u043e\u0435\u043d\u043d\u044b\u0439 \u043d\u0430\u0431\u043e\u0440 \u0434\u0430\u043d\u043d\u044b\u0445 R \u043f\u043e\u0434 \u043d\u0430\u0437\u0432\u0430\u043d\u0438\u0435\u043c <strong>USAccDeaths<\/strong> , \u043a\u043e\u0442\u043e\u0440\u044b\u0439 \u0441\u043e\u0434\u0435\u0440\u0436\u0438\u0442 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u044f \u043e\u0431\u0449\u0435\u0433\u043e \u043a\u043e\u043b\u0438\u0447\u0435\u0441\u0442\u0432\u0430 \u0435\u0436\u0435\u043c\u0435\u0441\u044f\u0447\u043d\u044b\u0445 \u0441\u043c\u0435\u0440\u0442\u0435\u0439 \u043e\u0442 \u043d\u0435\u0441\u0447\u0430\u0441\u0442\u043d\u044b\u0445 \u0441\u043b\u0443\u0447\u0430\u0435\u0432 \u0432 \u0421\u0428\u0410 \u0441 1973 \u043f\u043e 1978 \u0433\u043e\u0434:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#view USAccDeaths dataset\n<span style=\"color: #000000;\">USAccDeaths\n\n       Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec\n1973 9007 8106 8928 9137 10017 10826 11317 10744 9713 9938 9161 8927\n1974 7750 6981 8038 8422 8714 9512 10120 9823 8743 9129 8710 8680\n1975 8162 7306 8124 7870 9387 9556 10093 9620 8285 8466 8160 8034\n1976 7717 7461 7767 7925 8623 8945 10078 9179 8037 8488 7874 8647\n1977 7792 6957 7726 8106 8890 9299 10625 9302 8314 8850 8265 8796\n1978 7836 6892 7791 8192 9115 9434 10484 9827 9110 9070 8633 9240<\/span><\/span>\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\u041c\u044b \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0439 \u043a\u043e\u0434, \u0447\u0442\u043e\u0431\u044b \u043f\u043e\u0434\u043e\u0433\u043d\u0430\u0442\u044c \u043c\u043e\u0434\u0435\u043b\u044c TBATS \u043a \u044d\u0442\u043e\u043c\u0443 \u043d\u0430\u0431\u043e\u0440\u0443 \u0434\u0430\u043d\u043d\u044b\u0445 \u0438 \u0441\u0434\u0435\u043b\u0430\u0442\u044c \u043f\u0440\u043e\u0433\u043d\u043e\u0437 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0439 \u043d\u0430 \u0431\u043b\u0438\u0436\u0430\u0439\u0448\u0438\u0435 \u043c\u0435\u0441\u044f\u0446\u044b:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #008000;\">library<\/span> (forecast)\n\n<span style=\"color: #008080;\">#fit TBATS model\n<\/span>fit &lt;- tbats(USAccDeaths)\n\n<span style=\"color: #008080;\">#use model to make predictions\n<\/span>predict &lt;- predict(fit)\n\n<span style=\"color: #008080;\">#view predictions      \n<\/span>predict\n\n         Point Forecast Lo 80 Hi 80 Lo 95 Hi 95\nJan 1979 8307.597 7982.943 8632.251 7811.081 8804.113\nFeb 1979 7533,680 7165,539 7901,822 6970,656 8096,704\nMar 1979 8305.196 7882.740 8727.651 7659.106 8951.286\nApr 1979 8616.921 8150.753 9083.089 7903.978 9329.864\nMay 1979 9430.088 8924.028 9936.147 8656.137 10204.038\nJun 1979 9946.448 9403.364 10489.532 9115.873 10777.023\nJul 1979 10744,690 10167,936 11321,445 9862,621 11626,760\nAug 1979 10108,781 9499,282 10718,280 9176,632 11040,929\nSep 1979 9034.784 8395.710 9673.857 8057.405 10012.162\nOct 1979 9336.862 8668.087 10005.636 8314.060 10359.664\nNov 1979 8819.681 8124.604 9514.759 7756.652 9882.711\nDec 1979 9099.344 8376.864 9821.824 7994.407 10204.282\nJan 1980 8307.597 7563.245 9051.950 7169.208 9445.986\nFeb 1980 7533.680 6769.358 8298.002 6364.750 8702.610\nMar 1980 8305.196 7513.281 9097.111 7094.067 9516.325\nApr 1980 8616,921 7800,849 9432,993 7368,847 9864,995\nMay 1980 9430.088 8590.590 10269.585 8146.187 10713.988\nJun 1980 9946.448 9084.125 10808.771 8627.639 11265.257\nJul 1980 10744.690 9860.776 11628.605 9392.859 12096.522\nAug 1980 10108,781 9203,160 11014,402 8723,753 11493,809\nSep 1980 9034.784 8109.000 9960.567 7618.920 10450.647\nOct 1980 9336.862 8390.331 10283.392 7889.269 10784.455\nNov 1980 8819.681 7854.387 9784.976 7343.391 10295.972\nDec 1980 9099.344 8114.135 10084.554 7592.597 10606.092<\/span>\n<\/span><\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\u0420\u0435\u0437\u0443\u043b\u044c\u0442\u0430\u0442 \u043f\u043e\u043a\u0430\u0437\u044b\u0432\u0430\u0435\u0442 \u043a\u043e\u043b\u0438\u0447\u0435\u0441\u0442\u0432\u043e \u0441\u043c\u0435\u0440\u0442\u0435\u0439, \u043f\u0440\u043e\u0433\u043d\u043e\u0437\u0438\u0440\u0443\u0435\u043c\u044b\u0445 \u043d\u0430 \u0431\u043b\u0438\u0436\u0430\u0439\u0448\u0438\u0435 \u043c\u0435\u0441\u044f\u0446\u044b, \u0430 \u0442\u0430\u043a\u0436\u0435 \u0434\u043e\u0432\u0435\u0440\u0438\u0442\u0435\u043b\u044c\u043d\u044b\u0435 \u0438\u043d\u0442\u0435\u0440\u0432\u0430\u043b\u044b 80% \u0438 95%.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u041d\u0430\u043f\u0440\u0438\u043c\u0435\u0440, \u043c\u044b \u043c\u043e\u0436\u0435\u043c \u0443\u0432\u0438\u0434\u0435\u0442\u044c \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0435 \u043f\u0440\u043e\u0433\u043d\u043e\u0437\u044b \u043d\u0430 \u044f\u043d\u0432\u0430\u0440\u044c 1979 \u0433\u043e\u0434\u0430:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\">\u041e\u0436\u0438\u0434\u0430\u0435\u043c\u043e\u0435 \u043a\u043e\u043b\u0438\u0447\u0435\u0441\u0442\u0432\u043e \u0441\u043c\u0435\u0440\u0442\u0435\u0439: <strong>8 307 597.<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">80% \u0434\u043e\u0432\u0435\u0440\u0438\u0442\u0435\u043b\u044c\u043d\u044b\u0439 \u0438\u043d\u0442\u0435\u0440\u0432\u0430\u043b \u0434\u043b\u044f \u0447\u0438\u0441\u043b\u0430 \u0441\u043c\u0435\u0440\u0442\u0435\u0439: <strong>[7982,943, 8632,251]<\/strong><\/span><\/li>\n<li> <span style=\"color: #000000;\">95% \u0434\u043e\u0432\u0435\u0440\u0438\u0442\u0435\u043b\u044c\u043d\u044b\u0439 \u0438\u043d\u0442\u0435\u0440\u0432\u0430\u043b \u0434\u043b\u044f \u043a\u043e\u043b\u0438\u0447\u0435\u0441\u0442\u0432\u0430 \u0441\u043c\u0435\u0440\u0442\u0435\u0439: <strong>[7811.081, 8804.113]<\/strong><\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\"><span style=\"color: #000000;\">\u041c\u044b \u0442\u0430\u043a\u0436\u0435 \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c <strong>\u0444\u0443\u043d\u043a\u0446\u0438\u044eplot()<\/strong> \u0434\u043b\u044f \u043f\u043e\u0441\u0442\u0440\u043e\u0435\u043d\u0438\u044f \u043f\u0440\u043e\u0433\u043d\u043e\u0437\u0438\u0440\u0443\u0435\u043c\u044b\u0445 \u0431\u0443\u0434\u0443\u0449\u0438\u0445 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0439:<\/span><\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #008080;\">#plot the predicted values<\/span>\nplot(forecast(fit))\n<\/span><\/span><\/strong><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-26850 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/tbats1.jpg\" alt=\"\" width=\"443\" height=\"431\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">\u0421\u0438\u043d\u044f\u044f \u043b\u0438\u043d\u0438\u044f \u043f\u0440\u0435\u0434\u0441\u0442\u0430\u0432\u043b\u044f\u0435\u0442 \u043f\u0440\u043e\u0433\u043d\u043e\u0437\u0438\u0440\u0443\u0435\u043c\u044b\u0435 \u0431\u0443\u0434\u0443\u0449\u0438\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u044f, \u0430 \u0441\u0435\u0440\u044b\u0435 \u043f\u043e\u043b\u043e\u0441\u044b \u043f\u0440\u0435\u0434\u0441\u0442\u0430\u0432\u043b\u044f\u044e\u0442 \u043f\u0440\u0435\u0434\u0435\u043b\u044b \u0434\u043e\u0432\u0435\u0440\u0438\u0442\u0435\u043b\u044c\u043d\u043e\u0433\u043e \u0438\u043d\u0442\u0435\u0440\u0432\u0430\u043b\u0430.<\/span><\/p>\n<h2> <span style=\"color: #000000;\"><strong>\u0414\u043e\u043f\u043e\u043b\u043d\u0438\u0442\u0435\u043b\u044c\u043d\u044b\u0435 \u0440\u0435\u0441\u0443\u0440\u0441\u044b<\/strong><\/span><\/h2>\n<p> <span style=\"color: #000000;\">\u0412 \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0445 \u0440\u0443\u043a\u043e\u0432\u043e\u0434\u0441\u0442\u0432\u0430\u0445 \u043e\u0431\u044a\u044f\u0441\u043d\u044f\u0435\u0442\u0441\u044f, \u043a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u044f\u0442\u044c \u0434\u0440\u0443\u0433\u0438\u0435 \u0440\u0430\u0441\u043f\u0440\u043e\u0441\u0442\u0440\u0430\u043d\u0435\u043d\u043d\u044b\u0435 \u0437\u0430\u0434\u0430\u0447\u0438 \u0432 R:<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ru\/\u043f\u043e\u0441\u0442\u0440\u043e\u0438\u0442\u044c-\u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0438-\u0440\u044f\u0434-\u0432-r\/\" target=\"_blank\" rel=\"noopener\">\u041a\u0430\u043a \u043f\u043e\u0441\u0442\u0440\u043e\u0438\u0442\u044c \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0432 R<\/a><br \/> <a href=\"https:\/\/statorials.org\/ru\/\u043f\u0440\u043e\u0441\u0442\u0430\u044f-\u043b\u0438\u043d\u0435\u0438\u043d\u0430\u044f-\u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u044f-\u0432-r\/\" target=\"_blank\" rel=\"noopener\">\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u043f\u0440\u043e\u0441\u0442\u0443\u044e \u043b\u0438\u043d\u0435\u0439\u043d\u0443\u044e \u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u044e \u0432 R<\/a><br \/> <a href=\"https:\/\/statorials.org\/ru\/\u043c\u043d\u043e\u0436\u0435\u0441\u0442\u0432\u0435\u043d\u043d\u0430\u044f-\u043b\u0438\u043d\u0435\u0438\u043d\u0430\u044f-\u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u044f-r\/\" target=\"_blank\" rel=\"noopener\">\u041a\u0430\u043a \u0432\u044b\u043f\u043e\u043b\u043d\u0438\u0442\u044c \u043c\u043d\u043e\u0436\u0435\u0441\u0442\u0432\u0435\u043d\u043d\u0443\u044e \u043b\u0438\u043d\u0435\u0439\u043d\u0443\u044e \u0440\u0435\u0433\u0440\u0435\u0441\u0441\u0438\u044e \u0432 R<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u041f\u043e\u043f\u0443\u043b\u044f\u0440\u043d\u044b\u0439 \u043c\u0435\u0442\u043e\u0434 \u043f\u0440\u043e\u0433\u043d\u043e\u0437\u0438\u0440\u043e\u0432\u0430\u043d\u0438\u044f \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432 \u0438\u0437\u0432\u0435\u0441\u0442\u0435\u043d \u043a\u0430\u043a TBATS , \u0447\u0442\u043e \u044f\u0432\u043b\u044f\u0435\u0442\u0441\u044f \u0430\u0431\u0431\u0440\u0435\u0432\u0438\u0430\u0442\u0443\u0440\u043e\u0439 \u043e\u0442: \u0422\u0440\u0438\u0433\u043e\u043d\u043e\u043c\u0435\u0442\u0440\u0438\u0447\u0435\u0441\u043a\u0430\u044f \u0441\u0435\u0437\u043e\u043d\u043d\u043e\u0441\u0442\u044c \u041f\u0440\u0435\u043e\u0431\u0440\u0430\u0437\u043e\u0432\u0430\u043d\u0438\u0435 \u041a\u043e\u0440\u043e\u0431\u043a\u0438 -\u041a\u043e\u043a\u0441\u0430 \u041e\u0448\u0438\u0431\u043a\u0430 RMA \u0422\u0435\u043d\u0434\u0435\u043d\u0446\u0438\u044f \u0421\u0435\u0437\u043e\u043d\u043d\u044b\u0435 \u043a\u043e\u043c\u043f\u043e\u043d\u0435\u043d\u0442\u044b. \u042d\u0442\u043e\u0442 \u043c\u0435\u0442\u043e\u0434 \u043f\u043e\u0434\u0445\u043e\u0434\u0438\u0442 \u0434\u043b\u044f \u0440\u0430\u0437\u043b\u0438\u0447\u043d\u044b\u0445 \u043c\u043e\u0434\u0435\u043b\u0435\u0439 \u0441 \u0438 \u0431\u0435\u0437: \u0421\u0435\u0437\u043e\u043d\u043d\u043e\u0441\u0442\u044c \u041f\u0440\u0435\u043e\u0431\u0440\u0430\u0437\u043e\u0432\u0430\u043d\u0438\u0435 \u0411\u043e\u043a\u0441\u0430-\u041a\u043e\u043a\u0441\u0430 \u041f\u0440\u043e\u0446\u0435\u0441\u0441 ARMA(p,q) \u0420\u0430\u0437\u043b\u0438\u0447\u043d\u044b\u0435 \u0442\u0435\u043d\u0434\u0435\u043d\u0446\u0438\u0438 \u0420\u0430\u0437\u043b\u0438\u0447\u043d\u044b\u0435 \u0441\u0435\u0437\u043e\u043d\u043d\u044b\u0435 \u044d\u0444\u0444\u0435\u043a\u0442\u044b \u042d\u0442\u043e\u0442 \u043c\u0435\u0442\u043e\u0434 \u0432\u044b\u0431\u0435\u0440\u0435\u0442 \u043c\u043e\u0434\u0435\u043b\u044c \u0441 \u043d\u0430\u0438\u043c\u0435\u043d\u044c\u0448\u0438\u043c \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435\u043c \u0438\u043d\u0444\u043e\u0440\u043c\u0430\u0446\u0438\u043e\u043d\u043d\u043e\u0433\u043e \u043a\u0440\u0438\u0442\u0435\u0440\u0438\u044f \u0410\u043a\u0430\u0438\u043a\u0435 (AIC) \u0432 \u043a\u0430\u0447\u0435\u0441\u0442\u0432\u0435 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-3158","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>\u041a\u0430\u043a \u043f\u043e\u0434\u043e\u0433\u043d\u0430\u0442\u044c \u043c\u043e\u0434\u0435\u043b\u044c TBATS \u0432 R (\u0441 \u043f\u0440\u0438\u043c\u0435\u0440\u043e\u043c) - Statorials<\/title>\n<meta name=\"description\" content=\"\u0412 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