|
Problemy Upravleniya, 2004, Issue 3, Pages 15–20
(Mi pu517)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
System analysis and data processing
Nonstationary process monitoring: analysis and investigation of steady state changes
E. A. Grebenuk Institute of Control Sciences, Russian Academy of Sciences
Abstract:
The algorithm of on-line steady state change detection is offered, which detects the switches from nonstationary process to stationary and vice versa. The analysis of process properties influence on cointegration relationships is undertaken.
Citation:
E. A. Grebenuk, “Nonstationary process monitoring: analysis and investigation of steady state changes”, Probl. Upr., 2004, no. 3, 15–20
Linking options:
https://www.mathnet.ru/eng/pu517 https://www.mathnet.ru/eng/pu/v3/p15
|
Statistics & downloads: |
Abstract page: | 181 | Full-text PDF : | 144 | References: | 30 |
|