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.

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

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Demin, N. S., Rozhkova, O. V., & Rozhkova, S. V. (2000). Generalized moving extrapolation of stochastic processes based on the totality of continuous and discrete observations with memory. Journal of Computer and Systems Sciences International, 39(4), 523-535.

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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",

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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.

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