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.
| Prif Awdur: | |
|---|---|
| Fformat: | Erthygl |
| Iaith: | Russian |
| Cyhoeddwyd: |
Educational institution «Belarusian State University of Informatics and Radioelectronics»
2019-06-01
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| Cyfres: | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| Pynciau: | |
| Mynediad Ar-lein: | https://doklady.bsuir.by/jour/article/view/241 |