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

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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 languageEnglish
Pages (from-to)523-535
Number of pages13
JournalJournal of Computer and Systems Sciences International
Volume39
Issue number4
Publication statusPublished - 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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