name
Shahmelikyan Timur Arkadyevich
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Organization, job position
• Kuban State University
аспирант
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проектирование информационных систем, математические методы и модели в экономике, биржевой трейдинг, нейросетевые технологии.
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Articles count: 1
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ANALYSIS OF METHODS OF GENERATION OF TIME SERIES WITH LONG-TERM CORRELATION STRUCTURE
01.00.00 Physical-mathematical sciences
Description
This article gives a comparative analysis of six modeling techniques of fractal differential noise, including: direct definition method, the method of Hosking, the method of Davis and Hart's, the circulant embedding method, Paxson method and method of spectral simulation. Furthermore, the algorithms are given for the analysis and the method of estimation of Hurst`s parameter is selected, this method is the main criterion of quality when comparing the above mentioned methods of fractal differential noise
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doc 192.328kb