Simulation of Input Data Flows for Stochastic Models of Discrete Systems
Authors: Rudakov I.V., Shlyaeva A.V. | Published: 15.03.2014 |
Published in issue: #2(71)/2008 | |
DOI: | |
Category: Informatics & Computing Technology | |
Keywords: |
A problem of simulation of random-valued input data is considered for stochastic models of discrete systems. For simulation of a steady random process, ARTA (Auto-Regressive-To-Anything) processes with arbitrary unconditional distribution of probability and self-correction structure are chosen. Algorithms of estimation of parameters of an ARTA-process using the realization of the random process and generation of the ARTA-process are presented.