Abstract
The complexity of current economic phenomena and their analysis requires increasingly complex methods of both statistical and mathematical nature. In this article, we present the idea of using a multi-agent paradigm to process an econometric analysis more efficiently. We present a conceptual model of multi-agent system (MAES) to support econometric tasks. This concept is shown on the procedure of verification of the prognostic properties in a multi-agent system. We consider three agents, which calculate the normalized deviations for each time series. In our case study, the agent sends the entire pivot table to the decision component in the multi-agent system and the result of the prognostic properties verification of its econometric model. Our MAES proposal has four additional components: econometric data component, sensing data component, data processing agent, decision-making component and environment.
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Acknowledgements
This work was conducted within the project Ambient intelligence in decision-making problems in uncertainty conditions (2019B0008) funded through the IGA foundation of the Faculty of Economics and Management, Czech University of Life Sciences Prague and within the project Smart Environments - Modelling and Simulation of Complex Intelligent Systems (SEMSCIS) funded through the Czech Science Foundation, Czech Republic, grant no. 20-12412S.
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Tyrychtr, J., Pelikán, M., Kvasnička, R., Ander, V., Benda, T., Vrana, I. (2019). Multi-agent System in Smart Econometric Environment. In: Silhavy, R., Silhavy, P., Prokopova, Z. (eds) Intelligent Systems Applications in Software Engineering. CoMeSySo 2019 2019. Advances in Intelligent Systems and Computing, vol 1046. Springer, Cham. https://doi.org/10.1007/978-3-030-30329-7_38
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DOI: https://doi.org/10.1007/978-3-030-30329-7_38
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