48939

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Entropy-robust randomized forecasting under small sets of retrospective data

ISBN/ISSN: 

0005-1179

DOI: 

10.1134/S0005117916050076

Наименование источника: 

  • AUTOMATION AND REMOTE CONTROL

Обозначение и номер тома: 

Vol. 77, No. 5

Город: 

  • Москва

Издательство: 

  • Pleiades Publishing, Ltd

Год издания: 

2016

Страницы: 

839-854
Аннотация
This paper suggests a new randomized forecasting method based on entropy-robust estimation for the probability density functions (PDFs) of random parameters in dynamic models described by the systems of linear ordinary differential equations. The structure of the PDFs of the parameters and measurement noises with the maximal entropy is studied. We generate the sequence of random vectors with the entropy-optimal PDFs using a modification of the Ulam–von Neumann method. The developed method of randomized forecasting is applied to the world population forecasting problem.

Библиографическая ссылка: 

Попков Ю.С., Дубнов Ю.А. Entropy-robust randomized forecasting under small sets of retrospective data // AUTOMATION AND REMOTE CONTROL. 2016. Vol. 77, No. 5. С. 839-854.