This article is cited in 4 papers

Randomized trajectories method in problems of functional dependence estimation

N. V. Hovanov

Saint-Petersburg State University

Abstract: A randomized trajectories (functions) method is developed, this method being based on the Bayesian uncertainty randomization model. A stochastic process with equally probable discrete monotonic trajectories is constructed — the process trend is a required estimation of the functional dependence between parameters under investigation. The problem of nonnumeric expert information using for exactness and reliability increasing is discussing.

Keywords: bayesian randomization of uncertainty, randomized trajectories (functions) method, nonnumeric expert information, stochastic process with equally probable discrete monotonic trajectories.

UDC: 519.27