Software complex for modeling non-stationary event flows

The software package for modeling of nonstationary flows of non-equidistant events is presented. With the use of this package the ensemble of trajectories of nonequidistant and non-stationary time series, when both the flow of event and a set of event values are non-stationary, is generated. The functional, depending on trajectory realization, is analyzed. The concept of filtration of stationary component of events flow is realized. © 2017 IEEE.

Авторы
Orlov Y.N. 1, 2 , Pleshakov R.V.1 , Gaidamaka Y.V. 2, 3
Сборник материалов конференции
Язык
Английский
Страницы
112-116
Статус
Опубликовано
Том
2017-November
Год
2018
Организации
  • 1 Deparment of Kinetic Equations, Keldysh Institute of Applied Mathematics of RAS, Moscow, Russian Federation
  • 2 Applied Probability and Informatics Department, Peoples' Friendship University of Russia, RUDN University, Moscow, Russian Federation
  • 3 Institute of Informatics Problems, Federal Research Center Computer Science and Control, RAS, Moscow, Russian Federation
Ключевые слова
non-equidistant event flow; non-stationary time series; stochastic modeling; trajectories ensemble
Дата создания
19.10.2018
Дата изменения
20.02.2021
Постоянная ссылка
https://repository.rudn.ru/ru/records/article/record/6914/
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