New Method of Randomized Forecasting Using Entropy-Robust Estimation: Application to the World Population Prediction
We propose a new method of randomized forecasting (RF-method), which operates with models described by systems of linear ordinary differential equations with random parameters. The RF-method is based on entropy-robust estimation of the probability density functions (PDFs) of model parameters and mea...
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| Published in | Mathematics (Basel) Vol. 4; no. 1; p. 16 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
MDPI AG
01.03.2016
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| Subjects | |
| Online Access | Get full text |
| ISSN | 2227-7390 2227-7390 |
| DOI | 10.3390/math4010016 |
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| Abstract | We propose a new method of randomized forecasting (RF-method), which operates with models described by systems of linear ordinary differential equations with random parameters. The RF-method is based on entropy-robust estimation of the probability density functions (PDFs) of model parameters and measurement noises. The entropy-optimal estimator uses a limited amount of data. The method of randomized forecasting is applied to World population prediction. Ensembles of entropy-optimal prognostic trajectories of World population and their probability characteristics are generated. We show potential preferences of the proposed method in comparison with existing methods. |
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| AbstractList | We propose a new method of randomized forecasting (RF-method), which operates with models described by systems of linear ordinary differential equations with random parameters. The RF-method is based on entropy-robust estimation of the probability density functions (PDFs) of model parameters and measurement noises. The entropy-optimal estimator uses a limited amount of data. The method of randomized forecasting is applied to World population prediction. Ensembles of entropy-optimal prognostic trajectories of World population and their probability characteristics are generated. We show potential preferences of the proposed method in comparison with existing methods. |
| Author | Popkov, Yuri Dubnov, Yuri Popkov, Alexey |
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| Cites_doi | 10.1016/j.ejor.2008.04.019 10.1007/978-1-4615-7551-1 10.1103/PhysRev.106.620 10.3390/e16020675 10.1016/j.ejor.2011.04.023 10.1038/nature01092a 10.1515/9783110339161 10.1016/j.econmod.2012.03.004 10.1016/j.econmod.2011.08.007 10.1134/S0005117915050045 10.1016/j.econmod.2010.07.022 10.1016/j.amc.2008.02.012 10.1002/9780470230381 10.1016/j.ejor.2003.11.021 10.1007/978-94-011-4744-6 10.1016/j.ijforecast.2014.03.005 10.1016/j.ejor.2011.11.017 10.1017/CBO9781139165389 10.1137/0806023 10.1016/j.ijforecast.2006.03.007 |
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| Title | New Method of Randomized Forecasting Using Entropy-Robust Estimation: Application to the World Population Prediction |
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