Generalized moving extrapolation of stochastic processes based on the totality of continuous and discrete observations with memory

Bibliographic Details
Parent link:Journal of Computer and Systems Sciences International.— , 2000
Vol. 39, Iss. 4.— 2000.— P. 263-284
Main Author: Dyomin N. S. Nikolas S.
Corporate Author: Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Other Authors: Rozhkova S. V. Svetlana Vladimirovna, Rozhkova O. V.
Summary:The problem of simultaneous moving extrapolation (forecast, prediction) is considered or stochastic processes with continuous time at an arbitrary number of future instants based on the totality of realizations of processes with continuous and discrete time, which depend on both the current and the past values of a nonobserved process.
В фонде НТБ ТПУ отсутствует
Published: 2000
Subjects:
Format: Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=601971