Abstract
The problem of economic time series analysis and forecasting using amplitude-frequency analysis of STL decomposition is considered. An amplitude-phase operator was chosen as an apparatus for extraction the series harmonic components, the advantages of which (compared to the Fourier transform) are: calculations speed, result accuracy, simplicity and interpretability of software implementation. The forecast quality was carried out using the MAPE metric. Significantly higher prediction quality was achieved compared to Facebook Prophet forecasting package.
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