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Preprints of the Keldysh Institute of Applied Mathematics, 2017, 036, 15 pp. (Mi ipmp2252)  
Numerical simulation of non-stationary non-equidistant time-series modeling

Yu. N. Orlov, R. V. Pleshakov
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Abstract: The method of generation of non-stationary ensemble of trajectories for time-series with non-equidistant probability flow is formulated. The corresponding simulation program with practical examples is constructed.
Keywords: non-stationary distribution function, non-equidistant time-series.
Funding agency Grant number
Russian Foundation for Basic Research 17-01-00361_a
Document Type: Preprint
Language: Russian
Citation: Yu. N. Orlov, R. V. Pleshakov, “Numerical simulation of non-stationary non-equidistant time-series modeling”, Keldysh Institute preprints, 2017, 036, 15 pp.
Citation in format AMSBIB
\Bibitem{OrlPle17}
\by Yu.~N.~Orlov, R.~V.~Pleshakov
\paper Numerical simulation of non-stationary non-equidistant time-series modeling
\jour Keldysh Institute preprints
\yr 2017
\papernumber 036
\totalpages 15
\mathnet{http://mi.mathnet.ru/ipmp2252}
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  • https://www.mathnet.ru/eng/ipmp/y2017/p36
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