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Mean-square deviation

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接受的回复完成直到 09.07.2017
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项目描述

Good afternoon.
There is a system that gives out values with a given frequency. You need to have an idea of what values will be extreme for this system (this data stream) by constructing a quadratic deviation. It is necessary to understand what value will exceed the standard deviation at the moment (real-time monitoring). How to solve this problem: take for example 9 values and for 10 values (which the system has not yet issued) we try to predict this number, beyond the standard deviation. How it is implemented now: I take the last value of the issued system, and assume that the next given will be the same and add a constant to it, calculate in the cycle until the value of the assumed value does not exceed the bounds. This method takes a huge amount of resources of the machine. We need to come up with a calculation method that allows us to get rid of these cycles.

Who's gonna take it?

Thank you.
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