The development of software for simulation of random processes with a given accuracy and reliability

Rozora, I. V.; Pereiaslov, O. S.

doi:10.17721/1812-5409.2020/1-2.14

The development of software for simulation of random processes with a given accuracy and reliability

Тип публікації :

Стаття

Дата випуску :

2020

Автор(и) :

Rozora, I. V.

Pereiaslov, O. S.

Мова основного тексту :

Англійська

eKNUTSHIR URL :

https://ir.library.knu.ua/handle/15071834/26154

DOI :

10.17721/1812-5409.2020/1-2.14

Журнал :

Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics

Випуск :

1

ISSN :

1812-5409

Початкова сторінка :

83

Кінцева сторінка :

87

Цитування :

[APA 7] Rozora, I. V., & Pereiaslov, O. S. (2020). The development of software for simulation of random processes with a given accuracy and reliability. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics, (1), 83–87. https://doi.org/10.17721/1812-5409.2020/1-2.14

[ДСТУ] Rozora I. V., Pereiaslov O. S. The development of software for simulation of random processes with a given accuracy and reliability. Bulletin of Taras Shevchenko National University of Kyiv. Physics and Mathematics. 2020. no. 1. P. 83—87. DOI: 10.17721/1812-5409.2020/1-2.14 (date of access: 25.07.2026).

Today, the theory of random processes and time series prediction is widely used in various fields of science, not only in natural fields. That is why one of the urgent problems is to build a mathematical model of a random process and study its properties. Numerical modeling tasks become especially important due to the powerful capabilities of computer technology, which allows you to create software modeling tools and predict the behavior of a random process. There are different methods of modeling random processes and fields. In some works related to the modeling of random processes, the issues of accuracy and reliability have not been studied. In [1, 2, 3] for various stochastic processes and fields this problem was investigated. In this paper the question of accuracy and reliability of the constructed model is considered. This means that we first build the model and then test it using some adequacy tests with known accuracy and reliability. We also find the estimators of the model parameters using methods of moments. All theoretical results are applied to develop software for model construction of stochastic processes.Key words: simulation, accuracy, reliability, estimation.Pages of the article in the issue: 83 - 87Language of the article: Ukrainian

Файл(и) :

Завантажити

Формат :

Adobe PDF

Розмір :

1.12 MB

Контрольна сума :

(MD5):23e3f490422042b38ebff70a74d5f8af

Якщо не вказано інше, ця робота розповсюджується на умовах ліцензії Creative Commons Attribution 4.0 International