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Pospelov, B. .
    Devising a self-adjusting zero-order Brown’s model for predicting irreversible processes and phenomena [Текст] / B. Pospelov, V. Andronov, E. Rybka, O. Krainiukov, N. Maksymenko, I. Biryukov, M. Zhuravskij, Y. Bezuhla, I. Morozov, I. Yevtushenko // Eastern-European Journal of Enterprise Technologies. - 2021. - Vol. 5, No. 10 (113). - P. 40-47
   Перевод заглавия: Разработка самонастраивающейся модели брауна нулевого порядка для прогнозирования необратимых процессов и явлений

УДК

621.03.9

РУБ DOI: https://doi.org/10.15587/1729-4061.2021.241474

Аннотация: A self-adjusting zero-order Brown’s model has been devised. This model makes it possible to predict with high accuracy not only fires in the premises but also irreversible processes and phenomena of a random and chaotic nature under actual conditions. The essence of the self-adjusting model is that, based on Kalman’s approach, it is proposed to set the smoothing parameter for each time moment. Such a parameter is determined depending on the resulting current forecast error, taking into consideration the real and unknown dynamics of the studied series and noise. That does not require the selection of the smoothing parameter characteristic of known models. In addition, the proposed Brown’s model, unlike the known modifications, does not require setting a dynamics model of the level of the examined time series. The self-adjusting model provides negli gible errors and efficiency of the forecast. The operability of the devised model was checked using an example of the experimental time series for the current measure of the recurrence of the increments of the state of the air medium in the laboratory chamber during alcohol combustion. As quantitative indicators of the quality of the forecast error, the current values for the square and absolute values were considered. It has been established that the current square of the forecast error is more than six orders of magnitude smaller compared to the case of a fixed smooth-ing parameter from a beyond-the-limit set. However, the current square of the forecast error for abrupt changes in the dynamics of the series level is half that of the fixed parameter of the beyond-the-limit set. It is noted that the results confirm the feasibility of the proposed self-adjusting Brown’s model.

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