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KIAM Preprint № 7, Moscow, 2016
Authors: Kirina-Lilinskaya E.P., Orlov Y. N., Fedorov S.L.
The basis patterns method for non-stationary time-series analysis
The definitions of approximate expansion of empirical distribution function density over special basis patterns are proposed for non-stationary time series. The method of statistical recognition of the local state in terms of distribution function is formulated. The statistics of trend prediction is constructed.
non-stationary time series, basis patterns, self-consistent stationary level, pattern recognition
Publication language: russian, pages: 20
Research direction:
Mathematical modelling in actual problems of science and technics
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