A. D. Bosov, R. S. Kalmetiev, Yu. N. Orlov, “Sample distribution function construction for non-stationary time-series forecasting”, Mat. Model., 26:3 (2014), 97

Loading [MathJax]/jax/output/SVG/config.js

Matematicheskoe modelirovanie

RUS ENG

JOURNALS PEOPLE ORGANISATIONS CONFERENCES SEMINARS VIDEO LIBRARY PACKAGE AMSBIB

JavaScript is disabled in your browser. Please switch it on to enable full functionality of the website

	General information
	Latest issue
	Archive
	Impact factor

	Search papers
	Search references

	RSS
	Latest issue
	Current issues
	Archive issues
	What is RSS

Mat. Model.:
Year:
Volume:
Issue:
Page:
	Find

Personal entry:
Login:
Password:
	Save password
	Enter
	Forgotten password?
	Register

Matematicheskoe modelirovanie, 2014, Volume 26, Number 3, Pages 97–107 (Mi mm3461)

This article is cited in 12 scientific papers (total in 12 papers)

Sample distribution function construction for non-stationary time-series forecasting

A. D. Bosov^a, R. S. Kalmetiev^b, Yu. N. Orlov^ba

^a Keldysh Institute for Applied Mathematics of RAS, Moscow
^b Moscow Institute of Physics and Technology, Dolgoprudny

Full-text PDF (322 kB) Citations (12)

References:

PDF

HTML

Abstract: The method of non-stationary time-series trajectory generation is proposed in accordance with Liouville evolution equation for the empirical distribution function density. With this generated series the non-autonomic dynamical chaotic system can be associated. For this system the Liapunov factor is estimated in the case of quasi-stationary initial distribution.

Keywords: non-stationary time series, empirical distribution function, kinetic evolution equation, Lyapunov exponent.

Received: 04.12.2012

Bibliographic databases:

Document Type: Article

Language: Russian

Citation: A. D. Bosov, R. S. Kalmetiev, Yu. N. Orlov, “Sample distribution function construction for non-stationary time-series forecasting”, Mat. Model., 26:3 (2014), 97–107

Citation in format AMSBIB

\Bibitem{BosKalOrl14}

\by A.~D.~Bosov, R.~S.~Kalmetiev, Yu.~N.~Orlov

\paper Sample distribution function construction for non-stationary time-series forecasting

\jour Mat. Model.

\yr 2014

\vol 26

\issue 3

\pages 97--107

\mathnet{http://mi.mathnet.ru/mm3461}

\elib{https://elibrary.ru/item.asp?id=21826442}

Linking options:

https://www.mathnet.ru/eng/mm3461

https://www.mathnet.ru/eng/mm/v26/i3/p97

This publication is cited in the following 12 articles:

M. V. Goguev, A. A. Kislitsyn, “Modelirovanie traektorii vremennykh ryadov s pomoschyu uravneniya Liuvillya”, Kompyuternye issledovaniya i modelirovanie, 16:3 (2024), 585–598
A. A. Kislitsin, Yu. N. Orlov, “Modeling evolution sample distributions of random quantities by the equation of Liuville”, Math. Models Comput. Simul., 12:5 (2020), 747–756
Yu. N. Orlov, S. L. Fedorov, “Modelirovanie ansamblya nestatsionarnykh sluchainykh traektorii s ispolzovaniem uravneniya Fokkera–Planka”, Matem. modelirovanie, 29:5 (2017), 61–72
Yu. V. Gaidamaka, Yu. N. Orlov, D. A. Molchanov, A. K. Samuilov, “Modelirovanie otnosheniya signal/interferentsiya v mobilnoi seti so sluchainym bluzhdaniem vzaimodeistvuyuschikh ustroistv”, Inform. i ee primen., 11:2 (2017), 50–58
Yu. V. Gaidamaka, K. E. Samuilov, S. Ya. Shorgin, “Metod modelirovaniya kharakteristik interferentsii pri pryamom vzaimodeistvii peremeschayuschikhsya ustroistv v geterogennoi besprovodnoi seti pyatogo pokoleniya”, Inform. i ee primen., 11:4 (2017), 2–9
Yu. Orlov, S. Fedorov, A. Samuylov, Yu. Gaidamaka, D. Molchanov, “Simulation of devices mobility to estimate wireless channel quality metrics in 5G networks”, Proceedings of the International Conference on Numerical Analysis and Applied Mathematics 2016 (ICNAAM-2016), AIP Conf. Proc., 1863, eds. T. Simos, C. Tsitouras, Amer. Inst. Phys., 2017, UNSP 090005-1
S. Fedorov, Yu. Orlov, A. Samuylov, D. Moltchanov, Yu. Gaidamaka, K. Samouylov, S. Shorgin, “Sir distribution in D2D environment with non-stationary mobility of users”, Proceedings of the 31st European Conference on Modelling and Simulation (ECMS 2017), eds. Z. Paprika, P. Horak, K. Varadi, P. Zwierczyk, A. Vidovics-Dancs, J. Radics, European Council Modelling & Simulation, 2017, 720–725
Yu. N. Orlov, S. L. Fedorov, “Modelirovanie raspredelenii funktsionalov na ansamble traektorii nestatsionarnogo sluchainogo protsessa”, Preprinty IPM im. M. V. Keldysha, 2016, 101, 14 pp.
L. V. Klochkova, Yu. N. Orlov, S. A. Fedorov, “Modelirovanie ansamblya nestatsionarnykh traektorii s pomoschyu uravneniya Fokkera-Planka”, Zhurnal SVMO, 18:1 (2016), 126–134
L. A. Borisov, Yu. N. Orlov, V. Zh. Sakbaev, “Formuly Feinmana dlya usredneniya polugrupp, porozhdaemykh operatorami tipa Shredingera”, Preprinty IPM im. M. V. Keldysha, 2015, 057, 23 pp.
Yu. N. Orlov, S. L. Fedorov, “Modelirovanie i statisticheskii analiz funktsionalov, zadannykh na vyborkakh iz nestatsionarnogo vremennogo ryada”, Preprinty IPM im. M. V. Keldysha, 2014, 043, 26 pp.
A. D. Bosov, Yu. N. Orlov, S. L. Fedorov, “O raspredelenii ryadov absolyutnykh prirostov tsen na finansovykh rynkakh”, Preprinty IPM im. M. V. Keldysha, 2014, 096, 15 pp.

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

Statistics & downloads:
Abstract page:	692
Full-text PDF :	219
References:	98
First page:	42

Что такое QR-код?

Registration to the website

Logotypes