Comparison of different Сhebyshev polynomial systems for mfsd heavy-tail process prediction
Date Issued
2025
Author(s)
Gorev V.
Shedlovska Y.
Abstract
Introduction and the results. We investigate continuous Kolmogorov–Wiener prediction
of the MFSD heavy-tail proces. Our previous paper was devoted to the corresponding
investigation based on the Chebyshev polynomials of the first kind. This investigation is based
on the Chebyshev polynomials of the second kind for the same parameters as indicated in.
The corresponding comparison of the mean absolute percentage errors (MAPEs) of the
misalignment of the left-hand side and the right-hand side of the Wiener-Hopf integral equation
is made.
of the MFSD heavy-tail proces. Our previous paper was devoted to the corresponding
investigation based on the Chebyshev polynomials of the first kind. This investigation is based
on the Chebyshev polynomials of the second kind for the same parameters as indicated in.
The corresponding comparison of the mean absolute percentage errors (MAPEs) of the
misalignment of the left-hand side and the right-hand side of the Wiener-Hopf integral equation
is made.
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