Browsing by Author "Andrzej Augustynek"

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    Medium-term prediction of non-iron metals prices during the 2008/9 world economy crisis
    (Видавництво Національного університету "Львівська політехніка", 2009) Duda, J. D.; Andrzej Augustynek
    Periodicity of selected metals prices at London Metal Exchange (LME) during the last eleven years is studied by analysis of rolling Fourier spectra of the daily price quotations series. Predictivity of the prices in medium-term horizon (from 6 month to 2 years ahead) by extrapolation of the eight year cycles and linear trends up to the middle of 2009 is considered. The prediction errors in 6, 12 and 24 month ahead, related to these of Zero-Order-Hold are shown and discussed.