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.
Saved in:
| Main Author: | |
|---|---|
| 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/241 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|