Title: Future states forecasting under uncertainty by using non-deterministic conditional relations

Authors: Juliusz L. Kulikowski

Addresses: M. Nalecz Institute of Biocybernetics and Biomedical Engineering, PAS 4, Ks. Trojdena Str., 02-109 Warsaw, Poland

Abstract: A problem of extrapolation of a large class of processes and of their future states forecasting based on their occurrence in the past is considered. Discrete-time discrete-value processes are presented as instances of relations subjected to the general extended algebra of relations rules. The notions of relative relations, parametric relations and non-deterministic relations have been introduced. For extrapolated process states assessment relative credibility levels of process trajectories are used. The variants of direct one-step, indirect one-step and direct multi-step process extrapolation are described and illustrated by numerical examples. Basic notions of extended algebra of relations are given in the Appendix.

Keywords: process extrapolation; algebra of relations; non-deterministic relations; conditional relations; forecasting; uncertainty; discrete time; discrete value.

DOI: 10.1504/IJDATS.2012.046789

International Journal of Data Analysis Techniques and Strategies, 2012 Vol.4 No.2, pp.134 - 153

Published online: 06 Sep 2014 *

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