Transcription of PredictionTheory 17 08 19 - predictsys.com
1 PREDICTION theory FOR CONTROL SYSTEMS August 19, 2017 BY: WILLIAM C. CAVE COPYRIGHT 1989 THROUGH, 2017 309 Morris Avenue Spring Lake, NJ 07762 (732)449-6800 (732)449-0897 www. PREDICTION theory FOR CONTROL SYSTEMS August 19, 2017 BY: WILLIAM C. CAVE COPYRIGHT 1989 THROUGH, 2017 309 Morris Avenue Spring Lake, NJ 07762 (732)449-6800 (732)449-0897 www.
2 TABLE OF CONTENTS CHAPTER CONTENTS PAGE PREFACE i 1 INTRODUCTION 1 The Embedded Prediction Component Of A Control System 1 Prediction Versus Forecasting 3 The Prediction Problem 4 Human Judgment
3 Versus Automation 5 Drawing The Line Between Human Judgment And Automation 5 Defining The Prediction Problem 7 Stochastic Nature Of The Problem 10 Dealing With Variations 10 Dealing With Large Decision Trees In Time 11 Accounting For Constraints 12 2 MEASURING
4 PREDICTION ERROR 14 3 CHARACTERIZING PREDICTION ACCURACY 16 Specification of a Prediction Envelope 16 Measuring Confidence In The Prediction Envelope 19 A Measure of Prediction Quality 21 4 OPTIMIZING AND VALIDATING MODELS OF SYSTEMS TO PREDICT FUTURE RESPONSES 22 Statistical Models For Prediction 22 Deterministic Models For Prediction
5 23 General Approach To Building And Validating Prediction Models 24 5 A GENERALIZED MODELING FRAMEWORK 25 The State Space Framework 25 A Generalized State Space Framework 26 General Model Formulation 27 Nonlinear Considerations 28 Nonhomogeneous Considerations
6 29 Modeling Inertial Subsystems 31 Modeling Distributed Responses To Events 32 Modeling Housing Completions Based On Building Permits 32 Linear Versus Nonlinear Systems 35 TABLE OF CONTENTS (CONT.)
7 CHAPTER CONTENTS PAGE 6 CLASSIFYING SYSTEMS AND THEIR MODELS TO PREDICT THEIR RESPONSE 36 The Concept of Boundedness 37
8 The Concept of Randomness 37 Measures of Prediction Error 40 The Concept of Stationarity 41 The Concept of Orthogonality 42 Statistical Stationarity 43 7 TIME
9 CORRELATION 45 Calendar Correlation Models 45 Sample Size Differences Within A Sample Period 47 Requirement For More Data 47 Defining The Periods
