Sample distribution function construction for non-stationary time-series forecasting

zbMATH Open1313.60006MaRDI QIDQ2934320FDOQ2934320

Authors: A. D. Bosov, R. Sh. Kalmetev, Yu. N. Orlov 

Publication date: 12 December 2014

Recommendations

• Sample distribution function construction for non-stationary time-series forecasting
• Sample distribution function construction for non-stationary time series forecasting
• Modeling evolution sample distributions of random quantities by the equation of Liouville
• Non-Stationary Samples and Meta-Distribution
• Problems of nonlinear dynamics: III. Local methods of time series forecasting

zbMATH Keywords

regressiontime seriesdistributionsstochastic dynamicsquantum state estimationprediction theoryauto-correlationapproximate cloning

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25) Other elementary particle theory in quantum theory (81V25) Stochastic mechanics (including stochastic electrodynamics) (81P20) Quantum state estimation, approximate cloning (81P50)

Cited In (5)

• Dynamical System Model with the use of Liouville Equation for Empirical Distribution Function Densities
• Non-Stationary Samples and Meta-Distribution
• Sample distribution function construction for non-stationary time-series forecasting
• Sample distribution function construction for non-stationary time series forecasting
• Modeling evolution sample distributions of random quantities by the equation of Liouville

This page was built for publication: Sample distribution function construction for non-stationary time-series forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934320)