• DocumentCode
    2038045
  • Title

    PRediction of self-similar time series containing polynomial trends

  • Author

    Omelchenko, Anatoliy V. ; Rozdimakha, Eugene A. ; Fedorov, A.V.

  • Author_Institution
    Kharkov Nat. Univ. of Radio Electron., Kharkov, Ukraine
  • fYear
    2013
  • fDate
    8-14 Sept. 2013
  • Firstpage
    456
  • Lastpage
    457
  • Abstract
    The analysis of prediction methods for time series that contain deterministic and stochastic trends is done. The method to extract a deterministic trend at presence of correlated noise is considered. Estimations for prediction accuracy depending on a prediction step for different algorithms are obtained by modeling.
  • Keywords
    correlation theory; polynomials; time series; correlated noise; deterministic trends; polynomial trends; self-similar time series prediction; stochastic trends; Abstracts; Educational institutions; Electronic mail; Market research; Polynomials; Prediction methods; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Microwave and Telecommunication Technology (CriMiCo), 2013 23rd International Crimean Conference
  • Conference_Location
    Sevastopol
  • Print_ISBN
    978-966-335-395-1
  • Type

    conf

  • Filename
    6652902
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2038045