Constructing trends of time series segments

Author:

Zhilyakov E. G.

Publisher

Pleiades Publishing Ltd

Subject

Control and Systems Engineering,Electrical and Electronic Engineering

Reference11 articles.

1. Kendall, M. and Stuart, A., The Advanced Theory of Statistics, vol. 3: Design and Analysis, and Time Series, London: Charles Griffin, 1973, 2nd ed. Translated under the title Mnogomernyi statisticheskii analiz i vremennye ryady, Moscow: Nauka, 1976.

2. Anderson, T.W., The Statistical Analysis of the Time Series, New York: Wiley, 1971. Translated under the title Statisticheskii analiz vremennykh ryadov, Moscow: Mir, 1976.

3. Draper, N. and Smith, H., Applied Regression Analysis, New York: Wiley, 1981, vol. 2. Translated under the title Prikladnoi regressionnyi analiz, Moscow: Finansy i Statistika, 1986, vol.2.

4. Otnes, R.K. and Enochon, L., Applied Time Series Analysis, New York: Wiley, 1978. Translated under the title Prikladnoi analiz vremennykh ryadov, Moscow: Mir, 1982.

5. Bezruchko, B.P. and Smirnov, D.A., Matematicheskoe modelirovanie i khaoticheskie vremennye ryady (Mathematical Modeling and Chaotic Time Series), Saratov: GosUNTs “Kolledzh,” 2005.

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