Future states forecasting under uncertainty by using non-deterministic conditional relations

Juliusz L. Kulikowski

International Journal of Data Analysis Techniques and Strategies, 2012, vol. 4, issue 2, 134-153

Abstract: A problem of extrapolation of a large class of processes and of their future states forecasting based on their occurrence in the past is considered. Discrete-time discrete-value processes are presented as instances of relations subjected to the general extended algebra of relations rules. The notions of relative relations, parametric relations and non-deterministic relations have been introduced. For extrapolated process states assessment relative credibility levels of process trajectories are used. The variants of direct one-step, indirect one-step and direct multi-step process extrapolation are described and illustrated by numerical examples. Basic notions of extended algebra of relations are given in the Appendix.

Keywords: process extrapolation; algebra of relations; non-deterministic relations; conditional relations; forecasting; uncertainty; discrete time; discrete value. (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.inderscience.com/link.php?id=46789 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ids:injdan:v:4:y:2012:i:2:p:134-153

Access Statistics for this article

More articles in International Journal of Data Analysis Techniques and Strategies from Inderscience Enterprises Ltd
Bibliographic data for series maintained by Sarah Parker ().