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Keldysh Institute preprints, 2017, 036, 15 pages
(Mi ipmp2252)
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Numerical simulation of non-stationary non-equidistant time-series modeling
Yu. N. Orlov, R. V. Pleshakov
Abstract:
The method of generation of non-stationary ensemble of trajectories for time-series with non-equidistant probability flow is formulated. The corresponding simulation program with practical examples is constructed.
Keywords:
non-stationary distribution function, non-equidistant time-series.
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Citation:
Yu. N. Orlov, R. V. Pleshakov, “Numerical simulation of non-stationary non-equidistant time-series modeling”, Keldysh Institute preprints, 2017, 036, 15 pp.
Citation in format AMSBIB
\Bibitem{OrlPle17}
\by Yu.~N.~Orlov, R.~V.~Pleshakov
\paper Numerical simulation of non-stationary non-equidistant time-series modeling
\jour Keldysh Institute preprints
\yr 2017
\papernumber 036
\totalpages 15
\mathnet{http://mi.mathnet.ru/ipmp2252}
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http://mi.mathnet.ru/eng/ipmp2252 http://mi.mathnet.ru/eng/ipmp/y2017/p36
Citing articles on Google Scholar:
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Related articles on Google Scholar:
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