Entropy-robust randomized forecasting under small sets of retrospective data

DOI10.1134/S0005117916050076MaRDI QIDQ315156zbMATH OpenOpenAlexFDO

Authors Yuri S. Popkov, Yuriĭ A. Dubnov

Publication date 19 September 2016

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117916050076

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A linear Bayesian stochastic approximation to update project duration estimates
• Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure

Cited in

(7)

• Soft randomized machine learning
• Asymptotic efficiency of maximum entropy estimates
• New method of randomized forecasting using entropy-robust estimation: application to the world population prediction
• Estimation of characteristics of randomized static models of data (entropy-robust approach)
• Estimating the characteristics of randomized dynamic data models (the entropy-robust approach)
• Population forecasting and dynamic games against nature
• Elements of randomized forecasting and its application to daily electrical load prediction in a regional power system

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