The article presents the results of the development of a method for predicting trends in the development of random processes based on ordinal statistics, namely, the median and Hodges-Lehman statistics. The article discusses the proposed method in detail: it provides basic definitions, formulas for the calculation, a detailed description of the algorithm. The algorithm is implemented in the form of a software module that has practical application and can be used to solve problems of forecasting the trend of financial time series. The comparative results of applying the prediction method for the RTS index in the case of the use of the median and the Hodges-Lehmann statistics are given.
Keywords: ordinal statistics, random variable, random process, median, Hodges-Lehman statistics, forecasting, trend, mean square error, mean absolute error
The atricle considers the problem of finding the best carrier. It describes by the expert method of solving the problem, as well as an algorithm for selecting a carrier. Describes a software module implemented with the involvement of technology ActiveX, which greatly simplifies the process and reduces the development time of projects. The proposed application allows you to define a list of the best carriers, ranked by rating according to the user's request.
Keywords: Carrier selection, expert method, weighting coefficient, rank, user application
An overview of research related to the tasks of processing and filtering of signals. Signal is considered as a random process defined by probabilistic characteristics. This article addresses the issues of the history of the development of methods of signal filtering. Recent scientific publications in which the results and the main directions of research in the field of signal processing and filtering are analyzed. Presented material extends the current state of knowledge about the problem.
Keywords: signal, signal filtering, signal processing, stochastic process