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<article article-type="research-article" dtd-version="1.3" xml:lang="ru">
  <front xmlns:xlink="http://www.w3.org/1999/xlink">
    <journal-meta>
      <journal-title-group>
        <journal-title>St. Petersburg Polytechnic University Journal: Physics and Mathematics</journal-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Научно-технические ведомости СПбГПУ. Физико-математические науки</trans-title>
        </trans-title-group>
      </journal-title-group>
      <issn pub-type="epub">2304-9782, 2618-8686, 2405-7223</issn>
    </journal-meta>
    <article-meta xmlns:xlink="http://www.w3.org/1999/xlink">
      <article-id pub-id-type="publisher-id">3</article-id>
      <article-id pub-id-type="doi">10.18721/JPM.13103</article-id>
      <title-group>
        <article-title>A dynamic-stochastic approach to the construction and use of predictive models</article-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Динамико-стохастический подход к построению и использованию моделей прогностического типа</trans-title>
        </trans-title-group>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <name>
            <surname>Pichugin</surname>
            <given-names>Yuri</given-names>
          </name>
          <xref ref-type="aff" rid="aff1"/>
          <email>yury-pichugin@mail.ru</email>
        </contrib>
      </contrib-group>
      <aff id="aff1">Saint-Petersburg State University of Aerospace Instrumentation</aff>
      <pub-date publication-format="electronic" date-type="pub" iso-8601-date="2020-03-31">
        <day>31</day>
        <month>03</month>
        <year>2020</year>
      </pub-date>
      <volume>13</volume>
      <issue>1</issue>
      <fpage>26</fpage>
      <lpage>41</lpage>
      <self-uri xmlns:xlink="http://www.w3.org/1999/xlink" content-type="pdf" xlink:href="https://physmath.spbstu.ru/userfiles/files/articles/2020/1/3_26-41_13(1)2020.pdf"/>
      <abstract xml:lang="en">
        <p>The paper considers two directions of development of the dynamic-stochastic approach to the construction and use of predictive models. The first direction is related to the uncertainty of the initial state of the simulated process, and the second ‒ to the stochastic nature of model parameter estimates. In the first case, we consider methods for calculating fast-growing perturbations (FGPs) of the initial state of atmospheric dynamics models and a method for using FGPs in optimizing observation systems based on information ordering. An example of determining the zones of dynamic instability of the Northern hemisphere is given. In the second case, a mathematical apparatus for generating perturbations of model parameters in accordance with their probability distribution is proposed. Based on the data of the USSR economic indices, a numerical example of perturbation of parameter estimates and integration of the Volterra model is given.</p>
      </abstract>
      <kwd-group xml:lang="en">
        <kwd>dynamic model</kwd>
        <kwd>fast-growing perturbation</kwd>
        <kwd>distribution of parameter estimates</kwd>
        <kwd>ensemble of forecasts</kwd>
        <kwd>economic index</kwd>
      </kwd-group>
    </article-meta>
  </front>
</article>
