Analysis of non-stationary time-series

Abstract

Abstract: In this work the method of statistical analysis of non-stationary time-series with cyclic data is proposed. The evolution equation of empirical distribution function is introduced. As an example the time-series of electric energy prices is considered.Note: Research direction:Mathematical modelling in actual problems of science and technic

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Open Repository of Keldysh Institute of Applied Mathematics of RAS

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oai:gquwzn:1:p2007-36Last time updated on 11/21/2016

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