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Применение методов вейвлет и фрактального анализа для математического и численного моделирования временных рядов

Применение методов вейвлет и фрактального анализа для математического и численного моделирования временных рядов

Abstract

Рассматривается математическое и численное моделирование временных рядов с помощью вейвлет и фрактального анализа. Предложенный подход рассматривается как один из альтернативных для существующих методов оценки и управления процессами.

This paper is concerned with the mathematical and numerical modeling of the time series by using wavelet and fractal analysis. The proposed approach is seen as one of alternative to existing methods for estimate and control processes.

Keywords

МАТЕМАТИЧЕСКОЕ И ЧИСЛЕННОЕ МОДЕЛИРОВАНИЕ, ВРЕМЕННЫЕ РЯДЫ, ВЕЙВЛЕТ И ФРАКТАЛЬНЫЙ АНАЛИЗ, ПРОГНОЗНАЯ ОЦЕНКА., PREDICTION ESTIMATE.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
gold