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KIAM Preprint № 53, Moscow, 2011
Authors: Orlov Y. N., Shagov D.O.
Indicative statistics for non-stationary time series
Abstract:
The statistics for chaos measure are constructed in the case of non-stationary time series. For this purpose the self-consistent levels of stationary is introduced for distribution function of distances between empirical distribution functions. The optimal set of data is obtained with the use of statistical good quality factor.
Publication language: russian,  pages: 20
Research direction:
Mathematical modelling in actual problems of science and technics
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About authors:
  • Orlov Yurii Nikolaevich,  orcid.org/0000-0001-9114-0436KIAM RAS
  • Shagov D.O.