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Preprints of the Keldysh Institute of Applied Mathematics, 2017, 036, 15 pp.
(Mi ipmp2252)
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Numerical simulation of non-stationary non-equidistant time-series modeling
Yu. N. Orlov, R. V. Pleshakov
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.
Citation:
Yu. N. Orlov, R. V. Pleshakov, “Numerical simulation of non-stationary non-equidistant time-series modeling”, Keldysh Institute preprints, 2017, 036, 15 pp.
Linking options:
https://www.mathnet.ru/eng/ipmp2252 https://www.mathnet.ru/eng/ipmp/y2017/p36
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Statistics & downloads: |
Abstract page: | 223 | Full-text PDF : | 80 | References: | 28 |
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