A method for finding smoothly varying rules in multidimensional time series

DOI10.1134/S0965542509110104MaRDI QIDQ2995691zbMATH OpenFDO

Authors N. V. Filipenkov

Publication date 4 May 2011

Published in Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0965542509110104

zbMATH Keywords

computational algorithmdata miningmeasure of rule similarity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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