UDC 330.42 (045); 5177 (045)
Authors
Korablev Yurii A.
Ph.D., Assistant Professor, Financial University under the Government of the Russian Federation, Russia,
Moscow
Abstract
The article discusses the way to restore the unknown initial products consumption rate, which led to the events occurrence, which caused by consumption process. The solution was obtained in the form of a special integral spline, which is calculated through matrix operations. For greater clarity, in order to better understand how to fill each matrix, an implementation using Excel tables is presented
Keywords
Rare event, Capacity method, Consumption rate, Regression, Spline, Integrating spline, Nonlinearity penalty