We propose a dynamical model for the prediction of random components of natural processes. The model is based on the system concept of adaptive balance of causes (ABC-model) and contains dynamic equations for the coefficients of influence adapted to the correlations existing in the predicted processes. To improve the accuracy of predictions, we consider two possible schemes of assimilation of the data of observations in the equations of the ABC-model, namely, the Kolmogorov and Kalman schemes. Both schemes are oriented toward the application of sample correlation coefficients for the prediction of time series of measurements and, hence, take into account the nonstationarity of actual natural processes. We present some examples of prediction of the simulated time series clarifying the algorithms of assimilation of the data of observations. A conclusion is made that the methods of systems modeling and adaptive prediction of random processes by the ABC-method are quite promising.
Physical Oceanography – Springer Journals
Published: Jun 22, 2010
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