Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations

The task of interval prediction of non-stationary processes of stochastic differential equations described by models is considered. Predictability of such processes is defined. Algorithms of interval prediction in the discrete and continuous time are received.

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Bibliographic Details
Main Author: A. V. Ausiannikau
Format: Article
Language:Russian
Published: Educational institution «Belarusian State University of Informatics and Radioelectronics» 2019-06-01
Series:Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
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Online Access:https://doklady.bsuir.by/jour/article/view/241
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author A. V. Ausiannikau
author_facet A. V. Ausiannikau
author_sort A. V. Ausiannikau
collection DOAJ
description The task of interval prediction of non-stationary processes of stochastic differential equations described by models is considered. Predictability of such processes is defined. Algorithms of interval prediction in the discrete and continuous time are received.
format Article
id doaj-art-02ab67bcb46b4b5c8dec5380a9f2cfc0
institution DOAJ
issn 1729-7648
language Russian
publishDate 2019-06-01
publisher Educational institution «Belarusian State University of Informatics and Radioelectronics»
record_format Article
series Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
spelling doaj-art-02ab67bcb46b4b5c8dec5380a9f2cfc02025-08-20T03:02:15ZrusEducational institution «Belarusian State University of Informatics and Radioelectronics»Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki1729-76482019-06-01077177240Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equationsA. V. Ausiannikau0Белорусский государственный университетThe task of interval prediction of non-stationary processes of stochastic differential equations described by models is considered. Predictability of such processes is defined. Algorithms of interval prediction in the discrete and continuous time are received.https://doklady.bsuir.by/jour/article/view/241нестационарный процессинтервальный прогнозалгоритм
spellingShingle A. V. Ausiannikau
Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations
Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
нестационарный процесс
интервальный прогноз
алгоритм
title Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations
title_full Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations
title_fullStr Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations
title_full_unstemmed Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations
title_short Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations
title_sort predictable and non stationary processes of interval prediction based on stochastic differential equations
topic нестационарный процесс
интервальный прогноз
алгоритм
url https://doklady.bsuir.by/jour/article/view/241
work_keys_str_mv AT avausiannikau predictableandnonstationaryprocessesofintervalpredictionbasedonstochasticdifferentialequations