APPLICATION OF NONLINEAR DYNAMICS METHODS FOR PREDICTIVE TESTING THE ECONOMIC TIME SERIES DATA

In this paper, the authors propose the use of adapted nonlinear dynamics methods for preparing time series data for the forecast procedure in order to identify chaotic dynamics and the selection of forecast methods and models. Each step of the proposed set of methods for preliminary data processing allows us to put forward proposals on certain properties of the time series under study. This, in turn, proves that to obtain reliable and reasonable conclusions about the type of behavior of the system under study, there are not enough results from one of the many existing tests. Only a comprehensive analysis will most accurately determine the type of behavior of the time series and its characteristics, which will allow to obtain a reliable forecast in the future Key words: complex analysis, time series, nonlinear trend, visualization, attractor, pseudo-phase space