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The algorithm of optimum linear extrapolation of vector casual sequence with the complete account of crosscorrelation connections for every constituent
Journal: Problems of Information Technologies (Vol.1, No. 13)Publication Date: 2013-06-12
Authors : I.P.Atamanyuk;
Page : 155-158
Keywords : vector casual sequence; algorithm of extrapolation.;
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Abstract
On the basis of vehicle of canonical decompositions of casual sequences the algorithm of optimum linear extrapolation of vector casual sequence is got, which, unlike the existent decision of task of prognosis, fully takes into account a priori information about the probed sequence for every constituent.
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Last modified: 2014-10-07 19:33:02