The relationship of categories of "risk" and "stability" of the non-stationary random process

International Conference on Information Technologies in Business and Industry 2016

计算机科学;经济学;工业技术

Shalanov, N.V.^1 ; Aletdinova, A.A.^2

Siberian University of the Consumer Cooperation, 26, Karla Marksa Ave., Novosibirsk

630087, Russia^1

Novosibirsk State Technical University, 20, Karla Marksa Ave., Novosibirsk

630073, Russia^2

关键词: Confidence interval;    Control parameters;    Feature values;    Non-stationary random process;    Optimal control problem;    Optimal values;    Risk controls;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/803/1/012138/pdf
DOI  :  10.1088/1742-6596/803/1/012138

来源: IOP

【 摘 要 】

The paper offers a formulated notion of risk of a random process and the level of risk of a random process. If the risk of a random process is the ability of a result feature value to fall outside the confidence interval of the forecast, the level of risk of a random process is the probability of such phenomenon. The authors propose a method of determining the level of risk of a random process. The task of risk control based on the solution of the optimal control problem is considered. The sum of the optimal values of the control parameters is the stoke for the development of a random process, which is necessary to achieve the planned level of risk. Categories "risk" and "stability" of a random process are closely interrelated. The ability to control the level of risk enables to control the stability of a random process.