Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/759

 Title: Extreme Situations Prediction by MultidimenSional Heterogeneous Time Series Using Logical Decision Functions Authors: Nedel’ko, Svetlana Keywords: Multidimensional Heterogeneous Time Series AnalysisData MiningPattern RecognitionClassificationStatistical RobustnessDeciding Functions Issue Date: 2006 Publisher: Institute of Information Theories and Applications FOI ITHEA Abstract: A method for prediction of multidimensional heterogeneous time series using logical decision functions is suggested. The method implements simultaneous prediction of several goal variables. It uses deciding function construction algorithm that performs directed search of some variable space partitioning in class of logical deciding functions. To estimate a deciding function quality the realization of informativity criterion for conditional distribution in goal variables' space is offered. As an indicator of extreme states, an occurrence a transition with small probability is suggested. Description: * The work is supported by RFBR, grant 04-01-00858-a URI: http://hdl.handle.net/10525/759 ISSN: 1313-0463 Appears in Collections: Volume 13 Number 3

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