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.
Highlights
A randomized trajectories method is developed, this method being based on the Bayesian uncertainty randomization model
A stochastic process with 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
Summary
В третьем разделе подробно разобран пример использования построенного стохастического процесса с равновероятными монотонными траекториями для оценки динамики цены облигации по нечисловой, неточной и неполной экспертной информации. Предполагается, что на основе экспертной информации I о значениях функций y = y (t;θ ) и d = d (t;θ ) возможна селекция элементов множества Y = {y (θ ) :θ = 1,..., N} всех возможных траекторий y(θ ) = ( y (t0 ;θ ),..., y (tm ;θ )) временного ряда y (t0 ),..., y (tm ) .
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