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.
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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/241 |