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Problemy Upravleniya, 2013, Issue 3, Pages 33–40
(Mi pu788)
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Control in the socio-economic systems
Structural analysis methods in the applied problems of time series study
M. Goldovskaya, J. A. Dorofeyuk, N. E. Kiseleva Institute of Control Sciences, Russian Academy of Sciences, Moscow
Abstract:
The paper describes the developed time series structural analysis algorithms and methods, based on ranging analysis methodology. The special case of univariate time series, which are frequent in practice, is considered. The global optimization algorithms are developed for the case. The described methods were applied to solve practical problems of time series analysis.
Keywords:
structural data analysis, time series analysis algorithms, univariate time series.
Citation:
M. Goldovskaya, J. A. Dorofeyuk, N. E. Kiseleva, “Structural analysis methods in the applied problems of time series study”, Probl. Upr., 2013, no. 3, 33–40
Linking options:
https://www.mathnet.ru/eng/pu788 https://www.mathnet.ru/eng/pu/v3/p33
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Statistics & downloads: |
Abstract page: | 179 | Full-text PDF : | 44 | References: | 45 | First page: | 5 |
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