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JOURNALS // Problemy Upravleniya // Archive

Probl. Upr., 2013 Issue 3, Pages 33–40 (Mi pu788)

Control in the socio-economic systems

Structural analysis methods in the applied problems of time series study

M. Goldovskaya, J. A. Dorofeyuk, N. E. Kiseleva

Institute of Control Sciences, Russian Academy of Sciences, Moscow

Abstract: The paper describes the developed time series structural analysis algorithms and methods, based on ranging analysis methodology. The special case of univariate time series, which are frequent in practice, is considered. The global optimization algorithms are developed for the case. The described methods were applied to solve practical problems of time series analysis.

Keywords: structural data analysis, time series analysis algorithms, univariate time series.

UDC: 62-50



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