About One Forecast Model of Stochastic Programming Based on Time Series and Genetic Algorithms

Kerimov A., Abdul-zade S., Azadova M., Aliyeva T., Huseynova R., Rzayeva Ü., ...More

4th International Conference on Problems of Cybernetics and Informatics (PCI), Baku, Azerbaijan, 12 - 14 September 2012 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/icpci.2012.6486419
  • City: Baku
  • Country: Azerbaijan
  • Azerbaijan State University of Economics (UNEC) Affiliated: Yes

Abstract

We consider the problem of forecasting of complex objects' state, which characteristics are functions of time, that reduces to the solution of stochastic programming with probabilistic constraints. We suggest an approach in which stochastic programming is analyzed by time series and genetic algorithms.