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

Author

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  • Juliusz L. Kulikowski

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.

Suggested Citation

  • Juliusz L. Kulikowski, 2012. "Future states forecasting under uncertainty by using non-deterministic conditional relations," International Journal of Data Analysis Techniques and Strategies, Inderscience Enterprises Ltd, vol. 4(2), pages 134-153.
  • Handle: RePEc:ids:injdan:v:4:y:2012:i:2:p:134-153
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