CASPIAN JOURNAL

MANAGEMENT AND HIGH TECHNOLOGIES

Mathematical and information-structural prediction models state of technically complex objects

2015. №4, pp. 232-249

Mikheev M.Yu. - D.Sc. (Engineering), Professor, Penza State Technological University, Baydukov Pr. / 1a / 11 Gagarin St., Penza, 440039, Russian Federation, mix1959@gmail.com

Prokofev O.V. - Ph.D. (Engineering), Associate Professor, Penza State Technological University, Baydukov Pr. / 1a / 11 Gagarin St., Penza, 440039, Russian Federation, prokof_ow@mail.ru

Savochkin A.Ye. - post-graduate student, Penza State Technological University, Baydukov Pr. / 1a / 11 Gagarin St., Penza, 440039, Russian Federation, aebrat@mail.ru

Linkova M.A. - master, Financial University under the Government of the Russian Federation, GSP-3, 49 Leningradskiy Ave., Moscow, 125993, Russian Federation, m_linkova@mail.ru

There are often situations in the technically complex objects (TCO) when observed process can be described only short time series (the fast-proceeding processes, such as shock, explosion, short-term vibration, or a situation when receiving each observation is either expensive business, or life-threatening and health). The obtained data is necessary to predict future status of TCO. Prediction of pre-emergency or emergency status of TCO happens by means of detection of regularities in these time series. Absence of preliminary data on process, need of fast receiving results of prediction, small number of levels for a time series are essential restrictions for application of the majority of known tools and forecasting methods. In this article mathematical and information and structural forecasting models of technical condition of TРЎO on the basis of check of statistical hypotheses of short time series are offered to use. Development new and synthesis of the existing mathematical models in a complex analysis algorithm of short time series existence of certain dependences in which can be interpreted as check on possible development of substandard processes in operation of TРЎO is offered.

Key words: технически сложный объект, прогнозирование, короткий временной ряд, гетероскедастичность, статистические гипотезы, техническое состояние, тренд, излом тренда, предаварийная ситуация, аварийное состояние, technically complicated object, forecasting, short

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