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Matematicheskoe modelirovanie, 2017, Volume 29, Number 2, Pages 119–132 (Mi mm3819)  

This article is cited in 1 scientific paper (total in 1 paper)

Methods of local analysis and smoothing of time series and discrete signals

V. A. Ermolaev, Yu. A. Kropotov

Murom Institute of Vladimir State University, Murom, Vladimir region
Full-text PDF (477 kB) Citations (1)
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Abstract: Regularization recovery algorithm has been developed in general smooth dependencies based on described time series and discrete signals by the sequences of generalized polynomials under the system of linearly independent functions. The coefficients of generalized polynomials are computed by recurrent way using the equation, which is obtained by least squares and local analysis methods. Verification of algorithm is performed on examples of smoothing the RTS index and the average value of the signal drift recovery. As the basic system is used a power system functions. The simulation showed the efficiency of the local method of smoothing, and established the influence of regularization parameter on stability algorithm.
Keywords: local approximation, quadratic minimization, regularization, solution stability, restoration of drift.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation 2.1228.2014/К
Received: 08.12.2014
Revised: 18.02.2016
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. A. Ermolaev, Yu. A. Kropotov, “Methods of local analysis and smoothing of time series and discrete signals”, Matem. Mod., 29:2 (2017), 119–132
Citation in format AMSBIB
\Bibitem{ErmKro17}
\by V.~A.~Ermolaev, Yu.~A.~Kropotov
\paper Methods of local analysis and smoothing of time series and discrete signals
\jour Matem. Mod.
\yr 2017
\vol 29
\issue 2
\pages 119--132
\mathnet{http://mi.mathnet.ru/mm3819}
\elib{https://elibrary.ru/item.asp?id=28912745}
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  • https://www.mathnet.ru/eng/mm3819
  • https://www.mathnet.ru/eng/mm/v29/i2/p119
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математическое моделирование
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    Abstract page:299
    Full-text PDF :105
    References:48
    First page:12
     
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