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
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;
Conference_Titel :
Microwave and Telecommunication Technology (CriMiCo), 2013 23rd International Crimean Conference
Conference_Location :
Sevastopol
Print_ISBN :
978-966-335-395-1
