The comparative analysis of sliding concordance coefficients in time series analysis
Автор: V Shishov V., Ivanovskiy A.B.
Журнал: Сибирский аэрокосмический журнал @vestnik-sibsau
Рубрика: Математика, механика, информатика
Статья в выпуске: 2 (9), 2006 года.
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In this paper an comparative analysis of couple sliding coefficients is developed based on simulated time series with high level of noise. It is shown that these sliding coefficients are robust to noise influence of different kind.
Короткий адрес: https://sciup.org/148175195
IDR: 148175195
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