V.P. Kovalevsky
Doctor of Economical Sciences, Professor of the Department of mathematical methods and models in Economics, Orenburg State University
MODELING AND FORECASTING OF PRICES FOR AUTOMOBILE FUEL
Objective: to develop mathematical models for predicting fuel prices. Research methods: in the course of the study, adaptive methods for forecasting one-dimensional time series, methods of fuzzy time series were applied. The relevance of the study: the price of gasoline and diesel fuel are one of the determining factors for the economy of the region as a whole, since they indirectly affect all pricing. Rising prices for diesel fuel, widely used in agriculture, ultimately leads to higher prices for food. The cost of fuel and fuel and lubricants - the main item of expenditure of transport companies and directly affects the tariffs of carriers. Thus, the development of forecasts for regional fuel prices is relevant. Results: The developed models for predicting fuel prices provide an idea of the price level for main types of fuels in the short term, which makes it possible for economic entities to make effective management decisions based on planning fuel costs.
Keywords: adaptive models, fuel price forecast, fuzzy time series.
References
1. Barabanova, L.V. On the question of the correctness of econometric modeling of gasoline prices in the regional retail markets of the Russian Federation / L.V. Barabanova // Analysis, modeling and forecasting of economic processes materials: materials of the VII International Scientific and Practical Conference. Volgograd State University; Voronezh State University; Crimean Federal University named after V.I. Vernadsky. – Volgograd, Consulting Agency, 2015. –pp. 13-22.
2. Ermolaev, M.B The dynamic of prices for gasoline in the Ivanovo region: statistical modeling / M.B Ermolaev, O.V Sizov // Audit and financial analysis. – 2008. – Vol. 4. – pp. 194-200.
3. Kantorovich, G.G. Analysis of time series / G.G. Kantorovich // Economic Journal of the HSE. – 2002. – Vol. 3. – pp. 379-401.
4. Kovalevsky, V.P. Modeling and forecasting prices for main types of fuels based on fuzzy time series / V.P. Kovalevsky, A.V. Ramenskaya // Economy and Entrepreneurship. – 2013. – Vol. 10 (39). – pp. 572-575.
5. Mkhitaryan, S.V. Forecasting sales using adaptive statistical methods / S.V. Mkhitaryan, L.A. Danchenok // Fundamental research. – 2014. – Vol. 9-4. – pp. 818-822.
6. Ramenskaya, A.V. Mathematical modeling of the strategy of equipment modernization in the enterprise: monograph / A.V. Ramenskaya, A.G. Renner; by ed. A.G. Renner. – Samara: SamSC of Russian Academy of Sciences, 2018. – 172 p.
7. Saprykina, E.A. Forecasting prices for diesel fuel using the autoregression model / Е.А. Saprykina // Modern high technologies. – 2014. – Vol. 7-3. – pp. 30-35.
8. Safina, T.A. Predicting gasoline prices / Т.А. Safina // Bulletin of the Mari State Technical University. – Vol. 1. – pp. 22-31.
9. Semenychev, E.V. Monitoring changes in gasoline prices using the moving average autoregression models / E.V. Semenychev, E.I. Kurkin, P.A. Molostova // Questions of economics and law. – 2011. – Vol. 32. – pp. 273-279.
10. Tuktamysheva, L.M. On the issue of identification of the trend character / L.M. Tuktamysheva // Integration of science and practice in the professional development of the teacher. Materials of the All-Russian scientific-practical conference. – Orenburg, Orenburg state university Press, 2010. – pp. 963-967.
11. Tuktamysheva, L.M. Fractional integrated models of the autoregression of the moving average in oil price forecasting / L.M. Tuktamysheva, A.R. Manbetov // Mathematical methods and models in the study of actual problems of the Russian economy: materials of the International Scientific and Practical Conference / scientific. ed. R.R. Akhunov. – Ufa, Aeterna, 2016. – pp. 224-225.
12. Bai, J. Estimating and Testing Linear Models with Multiple Structural Changes/ J. Bai, P.Perron // Econometrica. – 1998. – Vol. 66. – pp. 47-78. 
13. Dickey, D. Distribution of the Estimators for Autoregressive Time Series with a Unit Root / D. Dickey, W.Fuller // J. of the American Statistical Association.– 1979. – Vol. 74. – pp. 427-431.
14. Perron, P. The Great Crash, the Oil Price Shock, and The Unit Root Hypothesis // Econometrica. – 1989. – Vol. 57. – pp. 1361-1401.