Use of Time Series to Generate Intervals of Similar Behavior of the Parameters of an Object with Different Methods of Prediction

Аннотация

New approaches to the construction of intervals of analogous behavior of the parameters of an object from time series are considered. The intervals are constructed in the form of certain sets of sequential values of the parameters (coordinates of neighbor vectors) that are close to the set of their final values which are used in the prediction. It is shown that through the use of the newly constructed technique it is possible to increase the number of neighbor vectors for the purpose of finding statistical characteristics. A unified algorithm for finding a set of neighbor vectors in each of the variants considered is proposed. An algorithm for one step ahead prediction based on an analysis of the coordinates of the neighbor vectors is constructed.