Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 523-535 |
| Number of pages | 13 |
| Journal | Journal of Computer and Systems Sciences International |
| Volume | 39 |
| Issue number | 4 |
| Publication status | Published - 2000 |
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ASJC Scopus subject areas
- Artificial Intelligence
- Computational Theory and Mathematics
- Human-Computer Interaction
- Control and Systems Engineering
- Theoretical Computer Science
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Generalized moving extrapolation of stochastic processes based on the totality of continuous and discrete observations with memory. / Demin, N. S.; Rozhkova, O. V.; Rozhkova, S. V.
In: Journal of Computer and Systems Sciences International, Vol. 39, No. 4, 2000, p. 523-535.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Generalized moving extrapolation of stochastic processes based on the totality of continuous and discrete observations with memory
AU - Demin, N. S.
AU - Rozhkova, O. V.
AU - Rozhkova, S. V.
PY - 2000
Y1 - 2000
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0345318950&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0345318950&partnerID=8YFLogxK
M3 - Article
VL - 39
SP - 523
EP - 535
JO - Journal of Computer and Systems Sciences International
JF - Journal of Computer and Systems Sciences International
SN - 1064-2307
IS - 4
ER -