Pospelov, Boris та Andronov, Vladimir та Krainiukov, Olekcii та Karpets, Kostiantyn та Bezuhla, Yuliia та Fisun, Kostiantyn та Manzhura, Svyatoslav та Hryshko, Svitlana та Mukhina, Olga та Ivanova, Valentyna (2022) Modifying the method for forecasting hazardous processes with unknown dynamics in the presence of noise. Eastern-European Journal of Enterprise Technologies, 4 (1). с. 29-36. ISSN 1729-3774
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This paper has substantiated a modified method that, within the framework of the adaptive zeroorder Brown’s model, provides for increased accuracy in predicting processes with unknown dynamics masked by the noise of various levels. The forecasting method modification essentially involves an adaptive technique for determining the weight of the correction of the previous forecast, taking into consideration the recurrent state of the predicted process in time. To investigate the accuracy of the forecasting method, a test model of the process dynamics was determined in the form of a rectangular pulse with unit amplitude. In addition, a model of additive masking noise was defined in the form of a discrete Gaussian process with a zero mean and a variable value of the mean square deviation. Based on determining the exponentially smoothed values of current absolute forecasting errors, the dynamics of forecast accuracy were examined for the modified and selfadjusting methods. It was found that for the mean quadratic deviation of the masking noise equal to 0.9, the smoothed absolute prediction error for the modified method does not exceed 23%; for the selfadjusting method – 42%. This means that the prediction accuracy for the modified method is about twice as high. In the case of an average square deviation of masking noise of 0.1, the smoothed absolute prediction error for the modified and selfadjusting methods is approximately the same and does not exceed 10%. That means that at a low level of masking noise, both prediction methods provide approximately the same accuracy. However, with an increase in the level of masking noise, the selfadjusting method significantly loses the accuracy of the forecast to the proposed modified method
Тип елементу : | Стаття |
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Теми: | Q Наука > Q Наука (Загальне) |
Підрозділи: | Природничо-географічний факультет > Кафедра географії та туризму > Фахові видання |
Користувач, що депонує: | Кафедра географії та туризму |
Дата внесення: | 11 Лип 2023 14:35 |
Останні зміни: | 12 Лип 2023 20:06 |
URI: | http://eprints.mdpu.org.ua/id/eprint/12935 |
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