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Forecasting of dynamic processes in problems of distribution of resources

Keywords:

T. I. Lapina


In the present the paper, the dynamical model involving the “noise” component is suggested, which enable to analyze and predict. Stationary dynamic processes. This stationary dynamic time sets is typical in economics, medicine, etc. The method of analysis and prediction of these sets is based on study of some statistical characteristics is suggested to determine the moment when it is possible, with the given probability, to predict, which specific stable state will be chosen. Some additional characteristics of the sets have been analyzed as functions of the model parameters and of the noise type. The use of the methods of forecasting of the dynamic processes, based on the singular-spectral analysis (SSA), is shown.
References:
June 24, 2020
May 29, 2020

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