Title :
Trend model of deposits in financial income of Poisson type
Author :
Idrisov, F.F. ; Terpugov, A.F.
Author_Institution :
Tomsk State Pedagogical Univ., Russia
fDate :
26 June-3 July 2004
Abstract :
This paper proposes the simplified algorithm for the separation of time series trend when measurements are made at random points of time that constitute a Poisson flow of events with constant intensity.
Keywords :
financial management; least squares approximations; random processes; stochastic processes; time series; Poisson flow; Poisson type; deposits trend model; events flow; financial income; least square; random process; time series; Economics; Equations; Fluid flow measurement; Insurance; Least squares approximation; Least squares methods; Parameter estimation; Process design; Time measurement; Time series analysis;
Conference_Titel :
Science and Technology, 2004. KORUS 2004. Proceedings. The 8th Russian-Korean International Symposium on
Print_ISBN :
0-7803-8383-4
DOI :
10.1109/KORUS.2004.1555732
