Nedashkivskyi Yevhen, I. Sikorsky National Technical University of Ukraine «Kyiv Polytechnic Institute» (37 Pobeda Av., 03056 Kyiv, Ukraine)

Language: ukrainian


Urgency of the research.Fractaltimeseriesare a class of fractal curves widely used in describing and modeling a variety of events. The use of fractals in modeling time series, including such characteristics of a time series as fractal dimension, allows determining the point at which the system becomes unstable and is ready to move to a new state.

Target setting.Thetheoryoffractals, whenanalyzing market dynamics, allowstaking into accountsuchmarket property as self-organization, so the use of the aforementioned theory to solve the issueof determiningtimeseriesfractalityistopical.

Actual scientific researches and issues analysis. Intherecentstudiesof linguistic modeling modern scholars used the principle of minimum description length within image recognition. A new algorithm of calculating fractal dimension as for the development of the local fractal analysis method that allows satisfactorily solve the problem of identifying local state of the time series under analysis.

Uninvestigated parts of general matters defining. Despitethescaleof scientific research, to date there is no universal mechanism for modeling dynamic processes on thebasisoffractalityoftheobtained time series. Search of this mechanism is one of the most urgent tasks of science today.

The research objective.Theresearchpaper’sobjective is a description and justification of the mechanismfordeterminingfractalityintermsof linguistic modeling. Expand the process of building a linguistic model based on time series of a dynamic process and develop an algorithmfordeterminingfractalityintermsof linguistic modeling.

The statement of basic materialsTheuseoffractals in modeling time series, notably such characteristics of a time series as a fractal dimension, allows determining the point at which the system becomes unstable and is ready to move to a new state. This process unfolds through building a linguistic model based on a time series of the dynamic process. The suggestedalgorithmfordeterminingfractalityintermsof linguistic modeling is implemented in the system unity with the process of modeling long-term memory and results in getting the forecast, including validation (result error evaluation). The mechanism of its implementation consists of six stages. It was found out that the building is determined by linguistic time series data of a cellular automation’s genetic memory. On the basis of the conducted research it was noted that forecasting should be precededby the stage of time series fractal analysis and obtaining additional forecasting information as part of linguistic modeling.

Conclusions. A new approach ofdeterminingthefractalityintermsof linguistic modeling is considered. It is implemented through the mechanism of realization of thealgorithmtodeterminefractalityanditdivided into phases. It is stated that modeling establishes a particular relationship between the model and its original or attributes the model’s properties to the modeled object in the process of special theoreticalanalysisorexperiment.

Key words:

fractal, linguistic modeling, time series, unstable condition, prognosis, dynamic process


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