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JOURNALS // Problemy Fiziki, Matematiki i Tekhniki (Problems of Physics, Mathematics and Technics) // Archive

PFMT, 2011 Issue 3(8), Pages 113–118 (Mi pfmt125)

INFORMATION SCIENCE

On restoration of noise component in data sequences by a singular spectrum analysis method

E. A. Yakimaua, O. M. Demidenkob, D. M. Albkeirata

a Belarusian-Russian University, Mogilev
b F. Skorina Gomel State University, Gomel

Abstract: The technique and results of research of sequences of data with uniform, normal and exponential noise by transformation a Singular Spectrum Analysis method are presented. The pecularities of restoration of noise component in sequences of data are shown, the algorithm of updating restored noise component in view of a standard deviation is offered.

Keywords: SSA-method, time sequence data, uniform, normal, exponential distribution; correction.

UDC: 004.8

Received: 01.09.2011



© Steklov Math. Inst. of RAS, 2024