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Problemy Upravleniya, 2013, Issue 1, Pages 26–31 (Mi pu761)  
This article is cited in 2 scientific papers (total in 2 papers)

Analysis and synthesis of control systems

Analysis of harmonic structure of time series based on singular value decomposition algorithm

O. V. Kuz'mina, V. S. Kedrinb

a Irkutsk State University
b Bratsk Branch of ISU
Full-text PDF (814 kB) Citations (2)
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Abstract: The paper is devoted to research of features of structure analysis of harmonic series based on the definition of numerical rank correlated with the number of singular values significantly different from zero. The parallel between the numerical rank of the singular value decomposition and the final rank of a simple harmonic series is drawn. The results of analysis of patterns of additive and multiplicative models of harmonic time series are provided.
Keywords: time-dependent system; time series; singular value decomposition; singular spectrum; model structure analysis; separability.
Document Type: Article
UDC: 519.715
Language: Russian
Citation: O. V. Kuz'min, V. S. Kedrin, “Analysis of harmonic structure of time series based on singular value decomposition algorithm”, Probl. Upr., 2013, no. 1, 26–31
Citation in format AMSBIB
\Bibitem{KuzKed13}
\by O.~V.~Kuz'min, V.~S.~Kedrin
\paper Analysis of harmonic structure of time series based on singular value decomposition algorithm
\jour Probl. Upr.
\yr 2013
\issue 1
\pages 26--31
\mathnet{http://mi.mathnet.ru/pu761}
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  • https://www.mathnet.ru/eng/pu/v1/p26
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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