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Analysis of Time Series Structure - SSA and Related Techniques
Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology.Over the last 15 years, singular spectrum analysis has proven very successful. Expand
Analysis of time series structure
Analysis of time series structure , Analysis of time series structure , کتابخانه دیجیتال جندی شاپور اهواز
Random processes for classical equations of mathematical physics
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
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 subspacesExpand
Speed of convergence as a function of given accuracy for random search methods
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 reachExpand
Monotonous random search on a torus: Integral upper bounds for the complexity
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 ofExpand
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 principalExpand
Homogeneous Balance Equation for Measures: Errors of the Stochastic Solution
A class of stochastic processes solving general (up to some technical restrictions) homogeneous balance ordinary diierential equations (o.e.'s) for measures. Expand
Estimation Errors for Functionals on Measure Spaces
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 solveExpand
Non-poisson particle systems and Boltzmann equations
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