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JOURNALS // Preprints of the Keldysh Institute of Applied Mathematics // Archive
Keldysh Institute preprints, 2017 036, 15 pp. (Mi ipmp2252)
Numerical simulation of non-stationary non-equidistant time-series modeling

Yu. N. Orlov, R. V. Pleshakov


Abstract: The method of generation of non-stationary ensemble of trajectories for time-series with non-equidistant probability flow is formulated. The corresponding simulation program with practical examples is constructed.

Keywords: non-stationary distribution function, non-equidistant time-series.


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