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JOURNALS // News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences // Archive

News of the Kabardin-Balkar scientific center of RAS, 2015 Issue 6-2, Pages 183–191 (Mi izkab339)

This article is cited in 1 paper

COMPUTER SCIENCE. CALCULATION EQUIPMENT. MANAGEMENT

Concept of two-level cellular automaton predictive model

A. A. Temirov

Financial University under the Government of the Russian Federation, 125993 (GSP-3), Moscow, 49, Leningrad avenue

Abstract: The article deals with the relevance of the research topic, which is included in the fundamental problems of the development of economic-mathematical modeling methods for time series, which also have fractal properties. Two-level approach to the prediction of fractal time series based on cellular automata is proposed. In the first part of the article a realization of algorithms which implement pre-forecasting analysis based on two instruments: a classical statistical analysis from the linear paradigm and fractal analysis relating to nonlinear dynamics methods is presented.

Keywords: nonlinear dynamics, time series, forecasting, chaos theory, fuzzy set, cellular automata, fractal properties, genetic algorithms.

UDC: 519.21

Received: 14.10.2015



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