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KIAM Preprint № 36, Moscow, 2007
Authors: Orlov Y. N., Osminin K.P.
Analysis of non-stationary time-series
In this work the method of statistical analysis of non-stationary time-series with cyclic data is proposed. The evolution equation of empirical distribution function is introduced. As an example the time-series of electric energy prices is considered.
Publication language: russian,  pages: 22
Research direction:
Mathematical modelling in actual problems of science and technics
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About authors:
  • Orlov Yurii Nikolaevich, RAS
  • Osminin K.P.