Abstract
The article deals with the method of calculating the fractal analysis, the time series of economic sustainability of the industrial enterprise on the trend-resistant sustainability were investigated by estimating the depth of the long-term memory of the time series and constructing a phase portrait. According to the approach used, the “depth of the long memory” is estimated in terms of fuzzy sets. The approach to the estimation of the index of economic stability is developed, based on the methods of forming an integrated indicator consisting of an assessment of such subsystems as the industrial and technical, financial-economic and subsystem of main parameters of the market environment. These helps to estimate the economic stability of the enterprise in the conditions of incomplete information from purpose of making effective management decisions. Combination of techniques for the formation of an integral index and a fractal analysis of the assessment of its trend stability showed an effective result, which was confirmed by the experiments.
Highlights
Industrial enterprises in a modern economy are often characterized by nonlinear behaviour
One of the directions of the solution of this problem is the use of a system of economic and mathematical models of evaluation and taking into account the economic stability of the enterprise, which will allow to diagnose the current state of the economic system and timely use mechanisms that return the system to equilibrium
It is necessary to estimate the level of economic stability from the position of dynamics using the tools of nonlinear dynamics and fractal analysis
Summary
Industrial enterprises in a modern economy are often characterized by nonlinear behaviour. Іt is necessary to solve the problem of identification and rapid response of the financial and production system of the enterprise to the influence of destabilizing factors. It is necessary to estimate the level of economic stability from the position of dynamics using the tools of nonlinear dynamics and fractal analysis. Based on these methods, the Hurst index and the level of long-term memory of the time series are calculated, as well as its trend-stability is established. The purpose of research is investigation of economic sustainability of an enterprise by analysing the stability of the trends of its time series using the tools of fractal analysis
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