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Article information
2010 , Volume 15, ¹ 5, p.81-91
Gerasimov M.K., Lbov G.S.
Extreme events forecasting based on the multidimensional heterogeneous time series analysis
In this paper, we suggest a method for prediction of extreme events using logical probabilistic models. We assume that these models are based on analysis of the multidimensional time series. In the proposed method, a weighed distance (similarity) in heterogeneous parameters space is used. An optimization method for multiple extremes on simplex is suggested for searching for the optimal weights
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Keywords: extreme events, weighed distance, multi - extremal optimization
Author(s):
Gerasimov Maxim Konstantinovi
Position: Leader Expert
Office: Institute of Mathematics SB RAS
Address: 630090, Russia, Novosibirsk, Koptyug St., bl.4
Phone Office: (383) 3634667
E-mail: max_post@ngs.ru
Lbov Gennadiy Sergeevich
Dr. , Professor
Position: Leading research officer
Office: Institute of Mathematics, SB RAS
Address: 63009, Russia, Novosibirsk, Koptyug St., bl.4
Phone Office: (383) 3634681
E-mail: lbov@math.nsc.ru
Bibliography link:
Gerasimov M.K., Lbov G.S. Extreme events forecasting based on the multidimensional heterogeneous time series analysis // Computational technologies. 2010. V. 15. ¹ 5. P. 81-91
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