Geodesic
Universality of algorithmic prediction for extremes of time series
Informacionnye tehnologii i vyčislitelnye sistemy, no. 4 (2011), pp. 58-65

Voir la notice de l'article provenant de la source Math-Net.Ru

Based on the precursor applied for prediction of strong earthquakes the paper constructs the algorithm forecasting when extreme events occur in sand-pile models. These seismic models, due to permanent loading of stress and rare instantaneous stress release exhibiting scale invariance, explain self-organized criticality of seismic process on a model level. The constructed algorithm is shown to be equally effective for activation and anti-activation scenarios of large model events. Modified type I and type II errors are applied as a measure of efficiency.
Keywords: prediction algorithm, sand-pile, scenario of large events. 
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     author = {A. B. Shapoval and M. G. Shnirman},
     title = {Universality of algorithmic prediction for extremes of time series},
     journal = {Informacionnye tehnologii i vy\v{c}islitelnye sistemy},
     pages = {58--65},
     publisher = {mathdoc},
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     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ITVS_2011_4_a6/}
}
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A. B. Shapoval; M. G. Shnirman. Universality of algorithmic prediction for extremes of time series. Informacionnye tehnologii i vyčislitelnye sistemy, no. 4 (2011), pp. 58-65. http://geodesic.mathdoc.fr/item/ITVS_2011_4_a6/