RUS  ENG
Full version
JOURNALS // Preprints of the Keldysh Institute of Applied Mathematics // Archive

Keldysh Institute preprints, 2020 026, 22 pp. (Mi ipmp2817)

Software complex for statistical analysis of consistent stationary level of time-series

A. A. Kislitsyn


Abstract: In this paper the numerical method of calculation of multidimensional disorder indicator for non-stationary time-series is constructed. The theorem of approximation for this indicator is proved. The program software for statistical analysis of consistent stationary level is constructed. The partial example of disorder as a epilepsy predictor of electroencephalogram data is presented.

Keywords: non-stationary time-series, disorder indicator, joining sample, consistent stationary level.

DOI: 10.20948/prepr-2020-26



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2026