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JOURNALS // News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences // Archive

News of the Kabardin-Balkar scientific center of RAS, 2007, Issue 4-2, Pages 143–152 (Mi izkab750)

MATHEMATICAL MODELING

Phase analysis application for revealing hierarchical structure of cycling component of time series insurance

V. A. Perepelitsa, D. F. Tambieva

Karachai-Circassian State Technological Academy

Abstract: The authors’ investigation is dedicated to the analysis of dynamics of time series. Means and methods of fractal analysis have been used and on those bases indices of similarity of the time series considered have been pointed out and hierarchical model of time series has been built.

UDC: 519.86

Received: 04.06.2007



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