The development of software for simulation of random processes with a given accuracy and reliability

Abstract

Today, the theory of random processes and time series prediction is widely used in various fields of science, not only in natural fields. That is why one of the urgent problems is to build a mathematical model of a random process and study its properties. Numerical modeling tasks become especially important due to the powerful capabilities of computer technology, which allows you to create software modeling tools and predict the behavior of a random process. There are different methods of modeling random processes and fields. In some works related to the modeling of random processes, the issues of accuracy and reliability have not been studied. In [1, 2, 3] for various stochastic processes and fields this problem was investigated. In this paper the question of accuracy and reliability of the constructed model is considered. This means that we first build the model and then test it using some adequacy tests with known accuracy and reliability. We also find the estimators of the model parameters using methods of moments. All theoretical results are applied to develop software for model construction of stochastic processes.