Considered the method of assessing the predicted value of a random process, which counts correlated. Isolation deterministic polynomial and harmonic components of the observed process, taking into account the small sample size of real statistical data provided by the least squares method. Calculation of the random component of the predicted value is made using the value of the correlation function corresponding to the interval between the observations of the process. Refs.: 8 titles.
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Author Name: Golovko V.A., Yamen Haz?m
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Keywords: correlated time series, small sample, prediction
ISSN: 2079-0031
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