Some Fundamental Topics of Linear Modelling. Yuriy V. Dzyadyk

Abstract. This paper shortly considers the next topics: (1) problem of unstability in linear modelling; (2) factor analysis and stabilization; method of two thresholds (MTT); (3) stabilization principle; the hypothesis about essence of GMDH; (4) economic criteria of forecast models; (5) active agent models; cycles of absorption and reduction. On some examples we demonstrate the advantage of MTT over some well-known methods.

Keywords. Inductive modelling, ICIM'2008, stabilization problem, factor analysis, method of two thresholds (MTT), economic criterion of forecast, active models, cycles of absorption and stabilization (CAS), multidimensional statistical analysis, linear modelling.

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