ISSN 1991-3087

:   77-24978 05.07.2006 .

ISSN 1991-3087

42457

- 1 .

: 305008, ., , .7.

.: 8-910-740-44-28

E-mail: jurnal@jurnal.org

@Mail.ru Rambler's Top100
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, n+1 x(tk) = xk = sk+nkk, k=1,2,, sk , nk σ2 , εk , 0, >0 p, q=1-p.

{xk-n/2,,xk,,xk+n/2} yk, xk. , . , , x(t) .

xi = sk + ni, i

[1],

(1)

.

, [2],

(2)

(2), [2] , (1). , ,

(3)

(4)

(5)

-

,

, [2], .

(6)

(7)

 

(8)

(6), (7), (8) (4), (5)

(9)

(10)

(9) , .

,

. (10), , , .

, m , , .

, ,

(11)

- . , ,

(12)

. (12) , , .

, (3), (12),

, (13)

, (6), (7), (8)

, ,

(14)

, (14), .

n+1

3

3

3

3

5

5

m

6

10

20

20

20

20

p

0.9

0.9

0.5

0.9

0.5

0.9

Pγ

0.975

0.998

0.887

1

0.941

1

 

, , 10%.

(1) . ykl , kl, n+1. (1)

(15)

(15) .

:

.1. . 375*368.

 

 

.2. p=0,4; q=0.6; A= 200.

 

 

.3. (15). : m=100; n+1=3.

 

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1.      .. // , -: . ,2000.- . 4.- .165-171.

2.      .. . .: , 1976.-352 .

 

21 2006 .

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