Software complex for modeling non-stationary event flows

The software package for modeling of nonstationary flows of non-equidistant events is presented. With the use of this package the ensemble of trajectories of nonequidistant and non-stationary time series, when both the flow of event and a set of event values are non-stationary, is generated. The functional, depending on trajectory realization, is analyzed. The concept of filtration of stationary component of events flow is realized. © 2017 IEEE.

Авторы
Orlov Y.N. 1, 2 , Pleshakov R.V. 1 , Gaidamaka Y.V. 2, 3
Conference proceedings
9th International Congress on Ultra Modern Telecommunications and Control Systems and Workshops, ICUMT 2017. Munich, Germany, November 6-8, 2017.
Издательство
IEEE
Язык
English
Страницы
112-116
Статус
Published
DOI
10.1109/ICUMT.2017.8255183
Том
2017-November
Год
2018
Организации
  • 1 Deparment of Kinetic Equations, Keldysh Institute of Applied Mathematics of RAS, Moscow, Russian Federation
  • 2 Applied Probability and Informatics Department, Peoples' Friendship University of Russia, RUDN University, Moscow, Russian Federation
  • 3 Institute of Informatics Problems, Federal Research Center Computer Science and Control, RAS, Moscow, Russian Federation
Ключевые слова
non-equidistant event flow; non-stationary time series; stochastic modeling; trajectories ensemble
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