Substantiation for Using the Moving Focus Method to Simulate and Predict the Time Series Form

Abstract

The predicting of economic factor using the moving focus method is substantiated. The method is based on the use of the focal parameter as a quantitative valuer of the form of parabolic segment of trend and is illustrated by the example of the factor of «Innovation Activities of Enterprises of Ukraine». The actual set of values of this indicator by the nature of cyclicity resembles the sequence of «innovative» buckets (jezves). The method uses the focuses of the parabolas’ segments that approximate these buckets. The simplest method of moving averages is used. The substantiation required the introduction and use of a new concept - «temporary series skeleton», which is a complex of pairs of the empiriametric models of the adjacent branches of trends of jezves. The application of the moving focus method allows to draw the following conclusion: if for the years of 2018 and 2019 the factor of «Share of Ukrainian Enterprises that Were Innovative» gains values of 18,40% and 25,50%, then, starting in 2020, the values of the factor are predicted to fall to 18,35% and 16,09% in 2021 and 2022, accordingly. Thus, at the interval of 2019-2022, the form of the growing trend (at a rate of 4,90x - 9868,78) is predicted to change downward (at a rate of 4,56x - 9214,28).

Keywords

• moving focus
• innovative activity
• moving average
• «temporary series skeleton»