Abstract
This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed.
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Acknowledgements
The approach used in this paper is based on previous work carried out by O. Kostylenko under the supervision of Nazarenko [4, 5], which was awarded a diploma at “All-Ukrainian competition of students’ research papers”. The research was supported by the Portuguese national funding agency for science, research and technology (FCT), within the Center for Research and Development in Mathematics and Applications (CIDMA), project UID/MAT/04106/2019. Kostylenko is also supported by the Ph.D. fellowship PD/BD/114188/2016.
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Kostylenko, O., Rodrigues, H.S., Torres, D.F.M. (2020). Parametric Identification of the Dynamics of Inter-Sectoral Balance: Modelling and Forecasting. In: Zerrik, E., Melliani, S., Castillo, O. (eds) Recent Advances in Modeling, Analysis and Systems Control: Theoretical Aspects and Applications. Studies in Systems, Decision and Control, vol 243. Springer, Cham. https://doi.org/10.1007/978-3-030-26149-8_11
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