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KIAM Preprint  17, Moscow, 2013
Authors: Lebedev A.V., Orlov Y. N., Shagov D.O.
Optimal set length indicator for non-stationary time-series
The properties of distributions of the distances between two empirical distribution function densities for non-stationary time-series are investigated. The optimal choice of histogram interval is suggested on the basis of self-agreement accuracy of empirical probability. The generalization of optimal set length indicator with the use of statistical good quality factor is given.
statistical good quality indicator, optimal histogram class interval, time series, non-stationary distributions
Publication language: russian,  pages: 16
Research direction:
Mathematical modelling in actual problems of science and technics
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About authors:
  • Lebedev A.V., 
  • Orlov Yurii Nikolaevich, RAS
  • Shagov D.O.,