Abstract
Based on the apparatus of canonical decompositions, an algorithm of extrapolation of a nonlinear random process is obtained for an arbitrary number of known values and probabilistic relations used for a prediction.
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Translated from Kibernetika i Sistemnyi Analiz, No.2, pp. 131–139, March–April 2005.
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Atamanyuk, I.P. Algorithm of Extrapolation of a Nonlinear Random Process on the Basis of Its Canonical Decomposition. Cybern Syst Anal 41, 267–273 (2005). https://doi.org/10.1007/s10559-005-0059-y
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DOI: https://doi.org/10.1007/s10559-005-0059-y