The Resampling Approach Application to Complex Systems Analysis and Forecasting

One can say about resampling methods by citation of Ph.Good from [17]: “The resampling methods – permutation, cross-validation, and the bootstrap – are easy to learn and easy to apply.” And further: “Introduced in the 1930s, the numerous, albeit straightforward, calculations resampling methods require were beyond the capabilities of primitive calculators then to use. ... Today, with a powerful computer on every desktop, resampling methods have resumed their dominant role ....”. We see that resampling methods include many of numerical statistical approaches. We restrict ourselves by the situation which can be described in the simplest manner by the following way. Let us suppose that a considered task is to estimate an expectation θ of a function f of independent random variables ). ,...,X ,X (X Ef θ ,...,X ,X X m m 2 1 2 1 : = This function describes