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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2003 Issue 3, Pages 30–38 (Mi pu569)

This article is cited in 1 paper

System analysis and data processing

Expert statistical systems for time series prediction and the estimating simulation

A. G. Belyakov, A. S. Mandel', N. I. Borzenko, A. V. Lapin, A. B. Tokmakova, V. V. Shushkov

Institute of Control Sciences, Russian Academy of Sciences

Abstract: Prediction procedures based on the analogs method are described. Two software systems are presented: the first one (EXPAM) provides a set of expert statistical procedures of time series prediction based on short samples, the second one (EXPRIM) implements prediction process simulation procedure at the stage of the preliminary study of the control object.

UDC: 519.23/25:004.891



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