“…In this paper, we study the modeling, forecasting, and control for stochastic systems with the so-called prospective strong intervention (PSI). The concept of PSI comes from practical backgrounds in economy [2,25], finance [10], industry [17,23,24,21], and agriculture [15,16], and it has two meanings. One is that the intervention will most likely occur in the near future and will last a period of time, even to infinity, thereby being distinguishable from impulsive disturbance.…”