INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS

The task of interval prediction of non-stationary processes of stochastic differential equations described by models with variable parameters is considered. Algorithms of interval prediction in the discrete and continuous time are received. Questions of achievement of boundaries and temporal adequac...

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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/188
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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 with variable parameters is considered. Algorithms of interval prediction in the discrete and continuous time are received. Questions of achievement of boundaries and temporal adequacy of prognostic model are analyzed.
format Article
id doaj-art-1ff9461817e143aa9c3520cc0d08bac3
institution Kabale University
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-1ff9461817e143aa9c3520cc0d08bac32025-08-20T03:59:26ZrusEducational institution «Belarusian State University of Informatics and Radioelectronics»Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki1729-76482019-06-01044349187INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERSA. V. Ausiannikau0Белорусский государственный университетThe task of interval prediction of non-stationary processes of stochastic differential equations described by models with variable parameters is considered. Algorithms of interval prediction in the discrete and continuous time are received. Questions of achievement of boundaries and temporal adequacy of prognostic model are analyzed.https://doklady.bsuir.by/jour/article/view/188нестационарный процессстохастическое дифференциальное уравнениеинтервальный прогнозалгоритмдостижение границвременнảя адекватность
spellingShingle A. V. Ausiannikau
INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS
Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki
нестационарный процесс
стохастическое дифференциальное уравнение
интервальный прогноз
алгоритм
достижение границ
временнảя адекватность
title INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS
title_full INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS
title_fullStr INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS
title_full_unstemmed INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS
title_short INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS
title_sort interval prediction of non stationary processes described by stochastic differential equations with variable parameters
topic нестационарный процесс
стохастическое дифференциальное уравнение
интервальный прогноз
алгоритм
достижение границ
временнảя адекватность
url https://doklady.bsuir.by/jour/article/view/188
work_keys_str_mv AT avausiannikau intervalpredictionofnonstationaryprocessesdescribedbystochasticdifferentialequationswithvariableparameters