Information predictability of stochastic processes in discrete time

The definition of one-step information predictability stochastic process in discrete time is given. The influence of the accumulation process data on its informational predictability is investigated. Relations connecting the predictability of the whole process with predictability of the individual p...

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Bibliographic Details
Main Authors: A. V. Ausiannikau, V. M. Kozel
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
Subjects:
Online Access:https://doklady.bsuir.by/jour/article/view/391