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
收藏
页码：1752 / 1760
页数：9
相关论文
共 50 条
[41]   Analysis and Forecasting of Monthly Electricity Demand Time Series Using Pattern-Based Statistical Methods [J].
Pelka, Pawel .
ENERGIES, 2023, 16 (02)
[42]   Comparing methods for forecasting time series with multiple observations per period using singular spectrum analysis [J].
Mahmoudvand, Rahim .
ENVIRONMENTAL AND ECOLOGICAL STATISTICS, 2025, 32 (01) :175-193
[43]   Using multiple time series analysis for geosensor data forecasting [J].
Pravilovic, Sonja ;
Bilancia, Massimo ;
Appice, Annalisa ;
Malerba, Donato .
INFORMATION SCIENCES, 2017, 380 :31-52
[44]   Novel Coronavirus Progression Analysis Using Time Series Forecasting [J].
Padmasree, Alagam ;
Kavya, Talluri ;
Santhoshi, Kukkadapu ;
Reddy, Konda Srinivasa .
PROCEEDINGS OF SECOND INTERNATIONAL CONFERENCE ON ADVANCES IN COMPUTER ENGINEERING AND COMMUNICATION SYSTEMS, ICACECS 2021, 2022, :109-115
[45]   Multivariate time series forecasting using independent component analysis [J].
Popescu, TD .
ETFA 2003: IEEE CONFERENCE ON EMERGING TECHNOLOGIES AND FACTORY AUTOMATION, VOL 2, PROCEEDINGS, 2003, :782-789
[46]   Forecasting Exchange Rate of Pakistan Using Time Series Analysis [J].
Akhtar, Sohail ;
Ramzan, Maham ;
Shah, Sajid ;
Ahmad, Iftikhar ;
Khan, Muhammad Imran ;
Ahmad, Sadique ;
El-Affendi, Mohammed A. ;
Qureshi, Humera .
MATHEMATICAL PROBLEMS IN ENGINEERING, 2022, 2022
[47]   Forecasting financial time series using singular spectrum analysis [J].
Zinenko, Anna V. .
BIZNES INFORMATIKA-BUSINESS INFORMATICS, 2023, 17 (03) :87-100
[48]   Forecasting the Export Value of SMEs Using Time Series Analysis [J].
Jitsakul, Watchareewan ;
Whasphuttisit, Jakkaphan .
2022 7TH INTERNATIONAL CONFERENCE ON BUSINESS AND INDUSTRIAL RESEARCH (ICBIR2022), 2022, :671-676
[49]   Wind Power Forecasting Using Time Series Cluster Analysis [J].
Pravilovic, Sonja ;
Appice, Annalisa ;
Lanza, Antonietta ;
Malerba, Donato .
DISCOVERY SCIENCE, DS 2014, 2014, 8777 :276-287
[50]   Stochastic Finite-Time H∞ Performance Analysis of Continuous-Time Systems with Random Abrupt Changes [J].
Wang, Bing .
ABSTRACT AND APPLIED ANALYSIS, 2014,
12345