General methods of forecasting nonlinear nonstationary processes based on mathematical models using statistical data

Authors

  • Oleg Belas Institute of Specialized Communication and Information Security of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv, Ukraine https://orcid.org/0000-0002-1595-3029
  • Andrii Belas Educational and Scientific Complex "Institute for Applied System Analysis" of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv, Ukraine https://orcid.org/0000-0001-7883-2489

DOI:

https://doi.org/10.20535/SRIT.2308-8893.2021.1.06

Keywords:

mathematical modeling, signal processing, nonstationary processes, autoregressive models, neural networks, recurrent neural networks

Abstract

The article considers the problem of forecasting nonlinear nonstationary processes, presented in the form of time series, which can describe the dynamics of processes in both technical and economic systems. The general technique of analysis of such data and construction of corresponding mathematical models based on autoregressive models and recurrent neural networks is described in detail. The technique is applied on practical examples while performing the comparative analysis of models of forecasting of quantity of channels of service of cellular subscribers for a given station and revealing advantages and disadvantages of each method. The need to improve the existing methodology and develop a new approach is formulated.

Author Biographies

Oleg Belas, Institute of Specialized Communication and Information Security of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv

Oleg M. Belas, Doctor of Technical Sciences, a professor of the Department of Special Telecommunication Systems of the Institute of Specialized Communication and Information Security of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv, Ukraine.

Andrii Belas, Educational and Scientific Complex "Institute for Applied System Analysis" of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv

Andrii O. Belas, a Ph.D. student at the Department of Mathematical Methods of System Analysis of Educational and Scientific Complex "Institute for Applied System Analysis" of the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Kyiv, Ukraine.

References

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Published

2021-07-13

Issue

No. 1 (2021)

Section

Mathematical methods, models, problems and technologies for complex systems research

License

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