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Avtomatika i Telemekhanika, 1984, Issue 4, Pages 122–127 (Mi at4672)  

Automated control systems

On optimal positioning of extrapolators in forecasting of random flows

I. V. Alidina, A. D. Vainshtein, A. N. Efimov

Moscow
Abstract: The dependence of the quality of a linear forecast for a sum of random flows on the position of extrapolators in network elements is studied. The problem of optimal flow decomposition into groups is stated with the minimal r.m.s. forecast error as the criterion. The resultant problem is represented as that of nonlinear integer programming. A theorem on the structure of optimal solutions to this problem leads to an effective algorithm of optima extrapolator positioning.

Received: 19.07.1982
Bibliographic databases:
Document Type: Article
UDC: 519.272:62-505
Language: Russian
Citation: I. V. Alidina, A. D. Vainshtein, A. N. Efimov, “On optimal positioning of extrapolators in forecasting of random flows”, Avtomat. i Telemekh., 1984, no. 4, 122–127; Autom. Remote Control, 45:4 (1984), 514–518
Citation in format AMSBIB
\Bibitem{AliVaiEfi84}
\by I.~V.~Alidina, A.~D.~Vainshtein, A.~N.~Efimov
\paper On optimal positioning of extrapolators in forecasting of random flows
\jour Avtomat. i Telemekh.
\yr 1984
\issue 4
\pages 122--127
\mathnet{http://mi.mathnet.ru/at4672}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=774639}
\zmath{https://zbmath.org/?q=an:0552.90031}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 4
\pages 514--518
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    Avtomatika i Telemekhanika
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