Using the methods of successive analysis forecasting abrupt changes in random time series

被引：0

作者：

Grebenyuk, EA ^{[1
]}

Kuznetsov, IV

机构：

[1] Russian Acad Sci, Inst Control Sci, Moscow, Russia

[2] Int Inst Theory Earthquake Forecasts & Math Geoph, Moscow, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 1997年 / 58卷 / 11期

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Consideration is given to using the methods of successive analysis for forecasting abrupt changes in random processes. A forecasting algorithm has been developed based on an algorithm of the cumulative-sum type Sor successive detection of changes in the characteristics of random processes. Informational criterion-based adjustment is Me main distinction of this algorithm from the existing ones. The paper describes the algorithm and presents the results of its verification using an actual sample.

引用

页码：1752 / 1760

页数：9

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