A DYNAMIC-STOCHASTIC APPROACH TO THE CONSTRUCTION AND USE OF PREDICTIVE MODELS

A DYNAMIC-STOCHASTIC APPROACH TO THE CONSTRUCTION AND USE OF PREDICTIVE MODELS

The paper considers two directions of development of the dynamic-stochastic approach to the construction and use of predictive models. The first direction is related to the uncertainty of the initial state of the simulated process, and the second-to the stochastic nature of model parameter estimates...

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Bibliographic Details
Main Author:	Pichugin Yury
Format:	Article
Language:	English
Published:	Peter the Great St.Petersburg Polytechnic University 2020-03-01
Series:	St. Petersburg Polytechnical University Journal: Physics and Mathematics
Subjects:	dynamic model fast-growing perturbation distribution of parameter estimates ensemble of forecasts economic index
Online Access:	https://physmath.spbstu.ru/article/2020.47.03/

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