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Opredelenie statsionarnosti nelineynoy avtoregressii: Teoriya, primery i uchet kriticheskikh sluchaev (Russian Edition),Used
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Stokhasticheskie statsionarnye lineynye protsessy avtoregressi, davno nashli shirokoe primenenie ekonomike i upravlenii tekhnologicheskimi protsessami. Odnako v ekonomike, upravlenii tekhnologicheskimi protsessami, biologii, ekologii i teorii neyronnykh setey trebuyut dlya svoego resheniya nelineynykh protsessov avtoregressi. Tak naibolee vazhnye zadachi v ekologii trebuyut ispol'zovaniya nelineynykh protsessov, a v teorii neyronnykh setey lineynye protsessy ne primenyayutsya voobshche. Na praktike primenyayutsya tol'ko statsionarnye protsessy. Dlya lineynykh protsessov avtoregressii problema statsionarnosti davno reshena. Dlya nelineynykh prtsessov, reshenie problemy statsionarnosti yavlyaetsya aktual'nym. V predlagaemoy rabote predlagaetsya metod operedeleniya statsionarnosti dlya nelineynykh protsessov avtoregressii, vklyuchaya i kriticheskie sluchai, na osnove teorii ustoychivosti velikogo russkogo matematika A. M. Lyapunova.
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