Informatsionnye Tekhnologii i Vychslitel'nye Sistemy
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Informatsionnye Tekhnologii i Vychslitel'nye Sistemy:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Informatsionnye Tekhnologii i Vychslitel'nye Sistemy, 2011, Issue 4, Pages 58–65 (Mi itvs66)  

APPLIED ASPECTS OF COMPUTER SCIENCE

Universality of algorithmic prediction for extremes of time series

A. B. Shapoval, M. G. Shnirman

International Institute of Earthquake Prediction Theory and Mathematical Geophysics RAS
Abstract: Based on the precursor applied for prediction of strong earthquakes the paper constructs the algorithm forecasting when extreme events occur in sand-pile models. These seismic models, due to permanent loading of stress and rare instantaneous stress release exhibiting scale invariance, explain self-organized criticality of seismic process on a model level. The constructed algorithm is shown to be equally effective for activation and anti-activation scenarios of large model events. Modified type I and type II errors are applied as a measure of efficiency.
Keywords: prediction algorithm, sand-pile, scenario of large events.
Document Type: Article
Language: Russian
Citation: A. B. Shapoval, M. G. Shnirman, “Universality of algorithmic prediction for extremes of time series”, Informatsionnye Tekhnologii i Vychslitel'nye Sistemy, 2011, no. 4, 58–65
Citation in format AMSBIB
\Bibitem{ShaShn11}
\by A.~B.~Shapoval, M.~G.~Shnirman
\paper Universality of algorithmic prediction for extremes of time series
\jour Informatsionnye Tekhnologii i Vychslitel'nye Sistemy
\yr 2011
\issue 4
\pages 58--65
\mathnet{http://mi.mathnet.ru/itvs66}
Linking options:
  • https://www.mathnet.ru/eng/itvs66
  • https://www.mathnet.ru/eng/itvs/y2011/i4/p58
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Informatsionnye  Tekhnologii i Vychslitel'nye Sistemy
    Statistics & downloads:
    Abstract page:121
    Full-text PDF :50
    References:2
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025