Metric analysis and applications

Authors

  • A.V. Kryanev
  • G.V. Lukin
  • D.K. Udumyan

Keywords:

metric analysis
functions of several variables,
interpolation
extrapolation
forecasting of time series

Abstract

A new approach to the interpolation of functions of one or several variables and to the time series forecasting (extrapolation) as well as some schemes and algorithms based on it are proposed. This approach is called the metric analysis. The metric analysis shows a high accuracy in interpolating the functions of several variables, even in the case of a comparatively small number of points with known function values. It is found that the metric analysis allows one to extrapolate and forecast the values of functions of a wider class than the known singular spectrum analysis.

New computational technologies

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Published

2009-12-15

Issue

Vol. 10 (2009): Issue 4.

Section

Section 1. Numerical methods and applications

Author Biographies

A.V. Kryanev

National Research Nuclear University MEPhI (Moscow Engineering Physics Institute)
• Professor

G.V. Lukin

National Research Nuclear University MEPhI (Moscow Engineering Physics Institute)
• Associate Professor

D.K. Udumyan

National Research Nuclear University MEPhI (Moscow Engineering Physics Institute)
• PhD Student

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