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Software complex for statistical analysis of consistent stationary level of time-series
A. A. Kislitsyn
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.
Citation:
A. A. Kislitsyn, “Software complex for statistical analysis of consistent stationary level of time-series”, Keldysh Institute preprints, 2020, 026, 22 pp.
Linking options:
https://www.mathnet.ru/eng/ipmp2817 https://www.mathnet.ru/eng/ipmp/y2020/p26
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