Automated information system of nonequidistant correlation analysis of time serieS

Automated information system of nonequidistant correlation analysis of time series provides an opportunity experimental processing data generated by a time-series method, using the interval correlation function. In a system capable of modeling nonstationary time series of mathematical expectation and dispersion, for which realized approximative method for constructing the analytical model of trend and the dispersion of nonstationary time series with the help of orthogonal decomposition.

nonequidistant time series, nonstationary random processes, approximation, orthogonal polinomials, isolation trend, centering, normalization, correlation function, interval correlation function