METHOD AND APPARATUS FOR PREDICTING NONSTATIONARY TIME SERIES Russian patent published in 2012 - IPC G06F17/10 G06N7/00 

FIELD: physics, radio.

SUBSTANCE: invention is related to radio engineering and can be used to predict data in systems for different purposes. The method of predicting nonstationary time series, based on an autoregressive model of a moving average with minimum mean-square error additionally involves operations for recirculating input data by one reading, oversampling the initial process in a logarithmic time scale, finding the energy spectrum of the obtained signal, determining response corresponding to entropy of the sampling energy spectrum, calculating the maximum value of entropy responses, finding a prediction for realisation, which corresponds to the maximum entropy value, oversamping the prediction result in an exponential time scale.

EFFECT: high noise-immunity of the prediction process in conditions of additive noise and marked nonstationary nature of the predicted process.

2 cl, 3 dwg