In the past, attempts were made to predict the future positions of planets or to use statistical methods to forecast the economy, but as theoretical support has gradually progressed, it has come to be considered a problem in applied mathematics. In recent years, the development of large computers has made it possible to make large-scale numerical predictions based on vast amounts of data, stimulating theoretical progress. Prediction theory is most effectively used for chance phenomena that change over time. The challenge is to find a stochastic process that can serve as a mathematical model for this, and to use that structure to better predict future values. Source: Heibonsha World Encyclopedia, 2nd Edition Information |
古くは惑星の未来の位置を予想することとか,統計的手法を用いた経済予測が試みられたりしたが,しだいに理論的な裏づけが進んで,応用数学の一課題と考えられるまでになった。最近は大型コンピューターの発達により膨大な資料をもとにして,大規模な数値的予測が可能となり,理論の進歩を促している。予測理論がもっとも効果的に用いられるのは時間の推移とともに変化する偶然現象についてである。その数学的モデルとなる確率過程を探し,その構造を用いて未来の値をよりよく予測することが課題となる。
出典 株式会社平凡社世界大百科事典 第2版について 情報 |
>>: Jan Petrus Benjamin de Josselin de Jong
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