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Preprints of the Keldysh Institute of Applied Mathematics, 2020, 026, 22 pp.
DOI: https://doi.org/10.20948/prepr-2020-26 (Mi ipmp2817) 		 
Software complex for statistical analysis of consistent stationary level of time-series

A. A. Kislitsyn
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DOI: https://doi.org/10.20948/prepr-2020-26
Abstract: In this paper the numerical method of calculation of multidimensional disorder indicator for non-stationary time-series is constructed. The theorem of approximation for this indicator is proved. The program software for statistical analysis of consistent stationary level is constructed. The partial example of disorder as a epilepsy predictor of electroencephalogram data is presented.
Keywords: non-stationary time-series, disorder indicator, joining sample, consistent stationary level.
Funding agency Grant number
Russian Science Foundation 19-71-30004
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Document Type: Preprint
Language: Russian
Citation: A. A. Kislitsyn, “Software complex for statistical analysis of consistent stationary level of time-series”, Keldysh Institute preprints, 2020, 026, 22 pp.
Citation in format AMSBIB
\Bibitem{Kis20}
\by A.~A.~Kislitsyn
\paper Software complex for statistical analysis of consistent stationary level of time-series
\jour Keldysh Institute preprints
\yr 2020
\papernumber 026
\totalpages 22
\mathnet{http://mi.mathnet.ru/ipmp2817}
\crossref{https://doi.org/10.20948/prepr-2020-26}
\elib{https://elibrary.ru/item.asp?id=42769544}
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