Analysis of the Multi-Criteria Decision-Making Problem Under Conditions of Heterogeneous Interval Uncertainty

Any conscious purposeful activity is a sequence of decisions made and implemented by a person or a group of persons acting as the decision makers (DM). Classical methods for identifying model parameters based on the results of measuring numerical values of the system input and response turn out to be inoperative, and new approaches are required to solve the problem of extracting the DM knowledge. The article proposes a general scheme for analyzing the non-linear non-stationary processes, building models and evaluating forecasts, which makes it possible to create a block diagram of the method for simulating the non-linear non-stationary processes.