A. D. Bosov, Yu. N. Orlov, “The non-stationary time series forecasting with the use of Fokker–Plank equation and evolution equations for momentum of empirical distribution function”, Keldysh Institute preprints, 2013, 003, 30 pp.

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Preprints of the Keldysh Institute of Applied Mathematics, 2013, 003, 30 pp. (Mi ipmp3)

This article is cited in 4 scientific papers (total in 4 papers)

The non-stationary time series forecasting with the use of Fokker–Plank equation and evolution equations for momentum of empirical distribution function

A. D. Bosov, Yu. N. Orlov

Keldysh Institute for Applied Mathematics of RAS

Full-text PDF (459 kB) Citations (4)

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Abstract: The forecasting model for non-stationary time series are constructed with the use of Fokker–Plank equation. The model contains evolution equations for momentum of the empirical distribution function. The examples of distribution function and time series modeling are given.

Document Type: Preprint

Language: Russian

Citation: A. D. Bosov, Yu. N. Orlov, “The non-stationary time series forecasting with the use of Fokker–Plank equation and evolution equations for momentum of empirical distribution function”, Keldysh Institute preprints, 2013, 003, 30 pp.

Citation in format AMSBIB

\Bibitem{BosOrl13}

\by A.~D.~Bosov, Yu.~N.~Orlov

\paper The non-stationary time series forecasting with the use of Fokker--Plank equation and evolution equations for momentum of empirical distribution function

\jour Keldysh Institute preprints

\yr 2013

\papernumber 003

\totalpages 30

\mathnet{http://mi.mathnet.ru/ipmp3}

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https://www.mathnet.ru/eng/ipmp/y2013/p3

This publication is cited in the following 4 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Препринты Института прикладной математики им. М. В. Келдыша РАН

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Full-text PDF :	346
References:	39

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