E. P. Kirina-Lilinskaya, Yu. N. Orlov, S. L. Fedorov, “The basis patterns method for non-stationary time-series analysis”, Keldysh Institute preprints, 2016,007, 20 pp.

This article is cited in 2 papers

The basis patterns method for non-stationary time-series analysis

E. P. Kirina-Lilinskaya, Yu. N. Orlov, S. L. Fedorov

Abstract: The definitions of approximate expansion of empirical distribution function density over special basis patterns are proposed for non-stationary time series. The method of statistical recognition of the local state in terms of distribution function is formulated. The statistics of trend prediction is constructed.

Keywords: non-stationary time series, basis patterns, self-consistent stationary level, pattern recognition.