Slobodenyuk A. Decision support system for modeling and forecasting nonstationary stochastic processes

The object - nonstationary processes of various nature in engineering systems, technologies, economy, finances and other directions of research. The purpose - development of theory and formalizing instrumentation, modeling of nonstationary processes with nonlinearities, development of methods, mathematical models, algorithms and software, development and implementation of the information decision support system for forecasting on the basis of experimental and statistical data characterizing nonstationary systems dynamics. The methods - theory of probabilities and applied statistics, estimation theory and time series analysis, forecasting methods on the basis of neural nets and regression models. The methods of modeling and forecasting developed, algorithms and software instrumentation provide a possibility for fast data processing, improvement of adequacy of nonstationary processes models and enhancement of forecasts accuracy. Results of the research in the form of the computer based decision support system and modeling methodology are successfully implemented at OSS "Mechanical plant" in Kherson, as well as Regional Statistical Department of Kherson, and in Kherson National Technical University. The branch - industrial technology, nonstationary processes in finances and economy.