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Analysis of Time Series Structure - SSA and Related Techniques

- N. Golyandina, V. Nekrutkin, A. Zhigljavsky
- Mathematics, Computer Science
- Monographs on statistics and applied probability
- 23 January 2001

TLDR

Analysis of time series structure

- N. Golyandina, V. Nekrutkin, A. Zhigljavsky
- Mathematics
- 11 December 2013

Analysis of time series structure , Analysis of time series structure , کتابخانه دیجیتال جندی شاپور اهواز

Random processes for classical equations of mathematical physics

- S. Ermakov, V. Nekrutkin, A. Sipin
- Mathematics
- 13 November 2013

1. Markov Processes and Integral Equations.- 1.1. Breaking-off Markov chains and linear integral equations.- 1.2. Markov processes with continuous time and linear evolutionary equations.- 1.3.… Expand

Perturbation expansions of signal subspaces for long signals

- V. Nekrutkin
- Mathematics
- 7 January 2010

Singular Spectrum Analysis and many other subspace-based methods of signal processing are implicitly relying on the assumption of close proximity of unperturbed and perturbed signal subspaces… Expand

Speed of convergence as a function of given accuracy for random search methods

- V. Nekrutkin, A. Tikhomirov
- Mathematics
- 1 October 1993

The essence of this article lies in a demonstration of the fact that for some random search methods (r.s.m.) of global optimization, the number of the objective function evaluations required to reach… Expand

Monotonous random search on a torus: Integral upper bounds for the complexity

- A. Tikhomirov, T. Stojunina, V. Nekrutkin
- Mathematics
- 1 December 2007

The paper consists of three parts. The first part is dedicated to a Markov monotonous random search on a general optimization space. Under certain restrictions, an upper bound for the complexity of… Expand

Theoretical properties of the "Caterpillar" method of time series analysis

- V. Nekrutkin
- Mathematics
- Proceedings of 8th Workshop on Statistical Signal…
- 24 June 1996

The article is devoted to the mathematical theory of the "Caterpillar" method which has proved to be a very powerful tool of time series analysis. This method is based on the use of the principal… Expand

Homogeneous Balance Equation for Measures: Errors of the Stochastic Solution

- N. Golyandina, V. Nekrutkin
- Mathematics, Computer Science
- Monte Carlo Methods Appl.
- 1999

TLDR

Estimation Errors for Functionals on Measure Spaces

- N. Golyandina, V. Nekrutkin
- Mathematics
- 2000

The article is devoted to an investigation of bias and mean-square deviation when estimating smooth functionals on measure spaces. Such problems appear when one uses a Monte-Carlo procedure to solve… Expand

Non-poisson particle systems and Boltzmann equations

- V. Nekrutkin
- Mathematics
- 1 April 2000

Abstract The purpose of the work is to investigate the role of the Poisson distribution in the Nanbu variant of the direct simulation scheme for the solution of homogeneous Boltzmann-like equations.… Expand

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