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

N. S. Demin, O. V. Rozhkova, S. V. Rozhkova

Division for Mathematics and Computer Sciences

Research output: Contribution to journal › Article › peer-review

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

ASJC Scopus subject areas

Artificial Intelligence
Computational Theory and Mathematics
Human-Computer Interaction
Control and Systems Engineering
Theoretical Computer Science

Fingerprint Dive into the research topics of 'Generalized moving extrapolation of stochastic processes based on the totality of continuous and discrete observations with memory'. Together they form a unique fingerprint.

Cite this

@article{f829488cf19d45e8b551876e2b674326,

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

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.",

author = "Demin, {N. S.} and Rozhkova, {O. V.} and Rozhkova, {S. V.}",

year = "2000",

language = "English",

volume = "39",

pages = "523--535",

journal = "Journal of Computer and Systems Sciences International",

issn = "1064-2307",

publisher = "Maik Nauka-Interperiodica Publishing",

number = "4",

}

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

AN - SCOPUS:0345318950

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 -

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

Abstract

ASJC Scopus subject areas

Other files and links

Cite this