Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zhurnal SVMO:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva, 2018, Volume 20, Number 1, Pages 78–87
DOI: https://doi.org/10.15507/2079-6900.20.201801.78-87
(Mi svmo693)
 

This article is cited in 2 scientific papers (total in 2 papers)

Applied mathematics and mechanics

Kinetic equation for simulation of non-stationary non-equidistant time-series

L. V. Klochkova, Yu. N. Orlov, R. V. Pleshakov

Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, Moscow
Full-text PDF (430 kB) Citations (2)
References:
Abstract: We obtain kinetic equation for the sample distribution function of the time series with values generated by non-stationary flow of events. In many practically observed time series unsteadiness is due to random switching from one random process to another. In these cases the attachments are filtered; it allows to select a stationary component of series. A model is proposed to describe the evolution of pollution levels in the city. In this model a sequence of time intervals between random events, which are the moments of pollutants' emission into the atmosphere, forms a non-stationary time series. Software package for calculating statistics that determine the evolution of the sampling distribution at a certain time interval is described. The conversion of these statistics from sample size to the time interval is implemented. The equation of their distributions' evolution in terms of empirical Liouville equation is obtained.
Keywords: sample distribution function, non-equidistant time series, Liouville equation, non-stationary flow of events.
Funding agency Grant number
Russian Foundation for Basic Research 17-01-00361
Bibliographic databases:
Document Type: Article
UDC: 51.7:532.546
MSC: 37M10
Language: Russian
Citation: L. V. Klochkova, Yu. N. Orlov, R. V. Pleshakov, “Kinetic equation for simulation of non-stationary non-equidistant time-series”, Zhurnal SVMO, 20:1 (2018), 78–87
Citation in format AMSBIB
\Bibitem{KloOrlPle18}
\by L.~V.~Klochkova, Yu.~N.~Orlov, R.~V.~Pleshakov
\paper Kinetic equation for simulation of non-stationary non-equidistant time-series
\jour Zhurnal SVMO
\yr 2018
\vol 20
\issue 1
\pages 78--87
\mathnet{http://mi.mathnet.ru/svmo693}
\crossref{https://doi.org/10.15507/2079-6900.20.201801.78-87}
\elib{https://elibrary.ru/item.asp?id=32780466}
Linking options:
  • https://www.mathnet.ru/eng/svmo693
  • https://www.mathnet.ru/eng/svmo/v20/i1/p78
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva
    Statistics & downloads:
    Abstract page:144
    Full-text PDF :39
    References:33
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024