The problem of estimation of the future values of processes is studied as a problem of their adaptation to the known data of observations in the past. The method of adaptive balance of causes (ABC-method) is used for the construction of a dynamic model of the coefficients of influence. This model enables one to compute the current values of these coefficients according to the current correlation matrix determined as a result of reanalysis of the observed processes. We propose an ABC-model with variable coefficients of influence guaranteeing the optimal (from the viewpoint of accuracy) prediction of natural processes and present an example of its application.
Physical Oceanography – Springer Journals
Published: Mar 15, 2005
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