title: Nonlinear extrapolation algorithm for realization of a scalar random process
abstract: A method of construction of a nonlinear extrapolation algorithm is proposed. This method makes it possible to take into account any nonlinear random dependences that exist in an investigated process and are described by mixed central moment functions. The method is based on the V. S. Pugachev canonical decomposition apparatus. As an example, the problem of nonlinear extrapolation is solved for a moment function of third order
keyphrases: nonlinear extrapolation algorithm scalar random process nonlinear random dependences mixed central moment functions moment function canonical decomposition apparatus