Stochastic filtering in the space of expert opinions

Currently, there are many difficulties associated with the financial aspect that affects the security of the facility when assembling a set of technical security equipment. To solve the problems of the facility safety, and therefore the reliability of individual security devices, it is recommended to involve experts. At the same time, experts’ opinions may not always be infallible. In this study, it is proposed to carry out a stochastic analysis and filtering of the expert opinion space in order to identify a conditional trend (established opinion) of each expert. The main method of researching this issue is the analysis of conditional time series (testing the hypothesis of the trend absence by means of the median method in the sequence of expert assessments), which makes it possible to determine the validity of the method, as well as to ensure experts’ objectivity of assessments. The article presents a step-by-step operation algorithm for empirical data, calculates the average deviations from the trend line, considers two methods for testing the null hypothesis – the median method and Foster–Stewart method. The materials of the article can be applied in various areas of setting the average score since the algorithm for testing the null hypothesis is universal in nature.

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