Automated information system of nonequidistant correlation analysis of time serieS
- Authors: Prokhorov S.A1, Poskonnova A.A1
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Affiliations:
- S.P. Korolyov Samara State Aerospace University
- Issue: Vol 17, No 3 (2009)
- Pages: 100-108
- Section: Articles
- URL: https://journals.eco-vector.com/1991-8542/article/view/19469
- DOI: https://doi.org/10.14498/tech.2009.3.%25u
- ID: 19469
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Abstract
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.
About the authors
Sergey A Prokhorov
S.P. Korolyov Samara State Aerospace University
Email: @smr.ru, free1.0@mail.ru
S.P. Korolyov Samara State Aerospace University
Anna A Poskonnova
S.P. Korolyov Samara State Aerospace University
Email: @smr.ru, free1.0@mail.ru
S.P. Korolyov Samara State Aerospace University
References
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- Прикладной анализ случайных процессов / Под ред. С.А. Прохорова. - Самара: СНЦ РАН, 2007. - 582 с.
- Прохоров С.А. Математическое описание и моделирование случайных процессов. - Самара: Самар. гос. аэрокос. ун-т, 2001 - 329 с.
- Дрейфующяя станция «Северный полюс - 36» [Электронный ресурс] - www.aari.ru/resources/d0014/np36/default.asp?lang=1#meteo.