Detection and prediction of chaos nonlinear dynamics in economic systems
This paper is given devoted to the identification and research of chaos in the nonlinear economic systems and processes with subsequent possibilities of dynamics forecast. One of nonlinearity criteria (the Herst index) is investigated. The R/S-analysis isconducted. Calculations was conducted for a business concern „Ukrgaz” and for predict of the world fund indexes (for instanceDow of Jones and Nikkei). Its detected both a presence and absence of chaos. Econcmetrics methods of the forecasting with ashort-memory are offered and built taking into account the chaotic conduct of business concern „Ukrgaz” indexes.