Название: Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments
Автор: Maksym Luz, Mikhail Moklyachuk
Издательство: de Gruyter
ISBN: 3111326252
Год: 2024
Формат: EPUB
Страниц: 310
Размер: 56,6 МБ
Язык: Английский
The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors.