Analysis of Self-Similarity of Multivariate Time Series (Ts) on the Basis of the Methods of Intellectual Analysis of the Data.
Yu. N. Minaev, N.N. GUZIY, Oksana Yu. Filimonova, Julia I. Minaeva · Èlektronnoe modelirovanie · 2017
Àíàëèç ñàìîïîäîáèÿ ìíîãîìåðíûõ âðåìåííûõ ðÿäîâ íà îñíîâå ìåòîäîâ èíòåëëåêòóàëüíîãî àíàëèçà äàííûõÏðåäëîaeåíû ìåòîäû âû÷èñëåíèÿ ïîêàçàòåëÿ Õåðñòà äëÿ îäíîìåðíîãî è ìíîãîìåðíîãî âðåìåííûõ ðÿäîâ (ÂÐ) íà îñíîâå ãëàâíûõ äèàãîíàëåé òåíçîðíûõ ìîäåëåé ÂÐ.Ïîêàçàíî, ÷òî ñëîaeíîñòü ïðîáëåìû îáóñëîâëèâàåò ñîâìåñòíîå ïðèìåíåíèå íåñêîëüêèõ ìàòåìàòè-÷åñêèõ òåîðèé, â ÷àñòíîñòè òåíçîðíûé è ìíîãîìåðíûé ìàòðè÷íûé àíàëèç.Ïðèâåäåíû ïðèìåðû ïðèìåíåíèÿ ïðåäëîaeåííûõ