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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Format: | Article |
Language: | Russian |
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Educational institution «Belarusian State University of Informatics and Radioelectronics»
2019-06-01
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Series: | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
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Online Access: | https://doklady.bsuir.by/jour/article/view/391 |
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author | A. V. Ausiannikau V. M. Kozel |
author_facet | A. V. Ausiannikau V. M. Kozel |
author_sort | A. V. Ausiannikau |
collection | DOAJ |
description | 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 parameters are obtained. The examples of the definition of information predictability for processes described by linear difference schemes are shown. |
first_indexed | 2024-04-10T03:15:55Z |
format | Article |
id | doaj.art-cabf7673d98d4a238d443ddb06b747a6 |
institution | Directory Open Access Journal |
issn | 1729-7648 |
language | Russian |
last_indexed | 2024-04-10T03:15:55Z |
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-cabf7673d98d4a238d443ddb06b747a62023-03-13T07:33:12ZrusEducational institution «Belarusian State University of Informatics and Radioelectronics»Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki1729-76482019-06-01084854390Information predictability of stochastic processes in discrete timeA. V. Ausiannikau0V. M. Kozel1Белорусский государственный университет информатики и радиоэлектроникиБелорусский государственный университетThe 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 parameters are obtained. The examples of the definition of information predictability for processes described by linear difference schemes are shown.https://doklady.bsuir.by/jour/article/view/391прогнозируемостьстохастический процессоптимальная разностная схемаодношаговая плотность переходаодношаговая информационная прогнозируемость |
spellingShingle | A. V. Ausiannikau V. M. Kozel Information predictability of stochastic processes in discrete time Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki прогнозируемость стохастический процесс оптимальная разностная схема одношаговая плотность перехода одношаговая информационная прогнозируемость |
title | Information predictability of stochastic processes in discrete time |
title_full | Information predictability of stochastic processes in discrete time |
title_fullStr | Information predictability of stochastic processes in discrete time |
title_full_unstemmed | Information predictability of stochastic processes in discrete time |
title_short | Information predictability of stochastic processes in discrete time |
title_sort | information predictability of stochastic processes in discrete time |
topic | прогнозируемость стохастический процесс оптимальная разностная схема одношаговая плотность перехода одношаговая информационная прогнозируемость |
url | https://doklady.bsuir.by/jour/article/view/391 |
work_keys_str_mv | AT avausiannikau informationpredictabilityofstochasticprocessesindiscretetime AT vmkozel informationpredictabilityofstochasticprocessesindiscretetime |