The Methodology for Adaptive Modeling and Forecasting Nonlinear and Nonstationary Processes

• Published in: Проблеми керування та інформатики
• Date: 2024
• ISSN: 0572-2691
• Main Authors: Trofymchuk, O., Bidiuk, P., Terentiev, O.
• Format: Article
• Language: English
• Published: Інститут кібернетики ім. В.М. Глушкова НАН України 2024
• Subjects: Методи обробки та захисту інформації
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/211140
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: The Methodology for Adaptive Modeling and Forecasting Nonlinear and Nonstationary Processes / O. Trofymchuk, P. Bidiuk, O. Terentiev, V. Klymenko // Проблеми керування та інформатики. — 2024. — № 1. — С. 63–79. — Бібліогр.: 29 назв. — англ.

The study is directed towards development of systemic methodology for modeling and forecasting nonlinear and nonstationary processes in economy, finances, and other areas of human activities. Adaptive procedures for structure and parameter estimation of regression and probabilistic models were propo...