Прогнозування нелінійних нестаціонарних процесів за допомогою лігвістичного моделювання та прихованих марковських моделей

  • Ю.М. Селін
  • О.М. Селін
  • Е.Г. Жданова

Abstract

The article describes a mathematical apparatus that can be used to analyze data of various nature for the analysis and forecasting of non-linear non-stationary processes of different nature. The object of the study is non-linear non-stationary processes in ecology, economics and finance. The methods of hidden Markov models and linguistic modeling are described. The proposed mathematical tool can use in solving the problems of data analysis of various nature for nonlinear non-stationary processes forecasting. The results of numerical experiments on the use of the mathematical apparatus are presented. The analysis showed the high adequacy of the results obtained with the help of the developed information technology and high quality of the received forecasts.

References

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Published
2020-03-24
Section
Статті