一类非平稳随机过程未来变化趋势的多步实时预报

A Multistep Real-Time Forecast Model for Future Tendency of Variation of a stochastic Process

本文在回避建立过程加速度模型这一传统方法的前提下 ,提出了一类非平稳随机过程未来变化趋势的多步实时预报模型 ,并对高斯白噪声背景下过程变化的共性进行了研究 。

In the paper,a multistep forecast model for varying tendency of a stochastic process is proposed,by which the building of the acceleration model is avoided,and the motional general character of the stochastic process with the background of the GUASS white noist is studied.The realtime and accuracy characters of the model are examined by the simulation results of an example.