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GH[ V

ILHQXO

$FHDVWDvQVHDPQ

:
2x =

1
( x x a )2 = 0

Q DFHVW FD] VH SURGXF DGHVHD LQWHUSUHW


SDUFXUJkQGXUP

UL JUHLWH DOH VHULLORU GLQDPLFH (OH UH]XOW

WRULLSDL

3$68/$YkQGRVHULHGLQDPLF
DDFHVWHLDDGLF

(7.4. 7)

( x) t =1,n VHFDOFXOHD]

YDULD LDID

GHPHGLDDULWPHWLF



3$68/  6H FDOFXOHD]


PHGLHDULWPHWLF

xx

(7.4. 8)

 YDULD LD XQRU VHJPHQWH DOH DFHOHLDL VHULL ID

LVHFRQVWDW

F

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YDULD LDSHDQXPLWHLQWHUYDOOHPDLVFXUWHHVWHPDLPLF

x



x1, x 2 ,..., x i , x i +1,.., x j , x j+1,.., x n





x
DGLF

2x < 2x < 2x


7UHEXLH V

GLQDPLF

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(7.4. 9)

UL vQ FHHD FH SULYHWH FRPSDUD LLOH GLQWUH R VHULH

LVHJPHQWHOHVDOH$VWIHOvQWU RVHULHGHGDWHFUHVF

WRDUH

( xi +1 > xi ) i =1,i 1 , cu ct

VHULD HVWH PDL OXQJ  FX DWkW YDULD LDID


 GH PHGLD DULWPHWLF  x ) este mai mare. Cu
asemenea probleme s-D FRQIUXQWDW L 0LOWRQ )ULHGPDQ vQ OXFUDUHD VD ,VWRULD PRQHWDU  D
68$ %D FKLDU D IRVW DFX]DW F  L-D DOHV VXELQWHUYDOHOH VHULLORU VWDWLVWLFH DVWIHO vQFkW V 
SLFH SHVWH UH]XOWDWHOH VFRQWDWH (VWH HYLGHQW F

0<xi<xi+1UH]XOW
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x <x .
2
i

2
i +1

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t {0, }L t {0, } DOH DFHOHLDL VHULL GLQDPLFH ( xt ) t =0,T ar tUHEXL V


a

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V

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trend:

1
( xt x a ) 2

n
unde xt sunt datele reale ale seriei ( xt ) t =0,T L[a trendul variabilei x.

t2 =

3HQWUXH[HPSOLILFDUH SXWHPV

QHLPDJLQ

LQIOD LHL 3UHVXSXQHP R FUHWHUH FRQVWDQW

(7.4. 10)

PRVHULHUHODWLYVWDELO

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DVRFLDW

HYROX LHL

) de 10%, sau n jurul acetei

valori 9,5% <Ri &X FkW YD IL PDL OXQJ  DFHDVW  VHULH IRDUWH VWDELO  vQ WRDWH
segmentele sale - , ,  FX DWkW YD IL PDL PDUH PHGLD VD DULWPHWLF  x  5H]XOW  F 
GLIHUHQ HOH vQ SOXV VDX vQ PLQXV ID
PDL PDUH 3ULQ XUPDUH FX FkW S

 GH

x  YRU IL PDL PDUL

L LPSOLFLW S

WUDWXO YD IL PDL PDUH FX DWkW PHGLD DULWPHWLF

PDUHQ DFHVWFD] YDULD LDLQIOD LHLvQ GLIHULWH SHULRDGH DU SXWHDILP


ULWPXOXLGHODDQODDQID

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VXUDW

a fi

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FD R DEDWHUHD

Rt R
$FHDVW

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(7.4. 11)

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YLROHQWQDFHVWFD]L

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1
( Rt R) = 0
n

iii) (URDUHDV

DLE

(7.4. 12)

RYDULD LHFRQVWDQW

u0 = u1 = = un = ct
iv) (URDUHDV
'HUHJXO

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DLE

RGLVWULEX LHQRUPDO

(7.4. 13)

FRQGL LLOH LLL L LY VXQWSUHVXSXVHVDWLVI

FXWHI

FDGHIDSWV

OHSXWHP

satisface. Aceasta deoarece :


a) GLVSXQHPGHXQQXP ULQVXILFLHQWGHREVHUYD LLVDXP VXU WRUL ;
b) HURULOH FDUH UH]XOW  vQ XUPD P VXU ULL  FD UH]LGXX  QX SRW IL JUXSDWH vQ PRG
VDWLVI F WRUGXS
:
- criterii probabilistice
- XQDQXPLWJHQGHGLVWULEX LHVWDWLVWLF .
6WXGHQ LL FXQRVF GHMD IDSWXO F

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VXILFLHQW GH PDUH GH REVHUYD LL 'DU H[LVW


GHREVHUYD LLQHIDFHV
6

LQWXLPF

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HVWHH[SULPDELO

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dar valorile lui i

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HDJHQHUHD]

SULQWU RIXQF LHOLQLDU

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U QHVDWLVI

U

WRU

HURULFXDQXPLWHFDUDFWHULVWLFL

 [ HVWH GHSHQGHQW

  GH R YDULDELO

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GHIRUPD

:
xi = i + i z i

(7.4. 14)

i QXQHVXQWFXQRVFXWH&RQVLGHU PVHULLOH :
x: x1, x2,,xn
z: z1,z2, ,zn
ce sunt legate printr-RDVWIHOGHIXQF LH5HOD LDILLQGVWRKDVWLF YDH[LVWDXQUH]LGXXXGH
forma:
u1(1) = x1 ( 1 + 1 z1 ) = x1 1 1 z1
L

u 2(1) = x 2 ( 1 + 1 z 2 ) = x 2 1 1 z 2

(7.4. 15)

u n(1) = x n ( 1 + 1 z n ) = x n 1 1 z n
'DF

u1(1) , u 2(1) ,...., u n(1) QXFRUHVSXQGFRQGL LLORU Liv) putem proceda altfel :
- F XW PRDOW YDULDELO H[SOLFDWLY  GHH[HPSOXZ
- nlocuim perechea de valori ( 1 , 1 ) cu ( 2 , 2 )
QDFHVWPRGYRPRE LQHRQRX VHULHGHHURUL :
(7.4. 16)
u i( 2) = xi ( 2 + 2 z i ), i = 1, n
3XWHP HIHFWXD NSDL SkQ

Pentru a simpOLILFD
GHWHUPLQ

P

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u i(k ) FRUHVSXQ]

WRDUH FRQGL LLORU L

iv).

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SHUHFKHD

, 

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