Separation of Trend and Chaotic Components of Time Series and Estimation of Their Characteristics by Linear Splines |
| |
| Authors: | A. V. Kryanev V. V. Ivanov A. O. Romanova L. A. Sevastyanov D. K. Udumyan |
| |
| Affiliation: | 1.National Research Nuclear University Moscow Engineering Physics Institute,Moscow,Russia;2.Joint Institute for Nuclear Research,Dubna, Moscow oblast,Russia;3.Russian People’s Friendship University,Moscow,Russia;4.University of Miami,Coral Gables,USA |
| |
| Abstract: | This paper considers the problem of separating the trend and the chaotic component of chaotic time series in the absence of information on the characteristics of the chaotic component. Such a problem arises in nuclear physics, biomedicine, and many other applied fields. The scheme has two stages. At the first stage, smoothing linear splines with different values of smoothing parameter are used to separate the “trend component.” At the second stage, the method of least squares is used to find the unknown variance σ2 of the noise component. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
