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Identification of the trends of time series with sampling-time measurement errors

  • Mathematics Processing Of Physics Experimental Data
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Russian Physics Journal Aims and scope

Abstract

An algorithm is proposed and investigated for identifying the trend of a time series when the sampling times form a Poisson or recursive stream of events. The case in which the sampling times themselves are measured with errors having a normal distribution with a known variance is analyzed.

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References

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Authors and Affiliations

  1. Branch of the Tomsk State Pedagogical Institute, Anzhero-Sudzhensk

    F. F. Idrisov

Authors
  1. F. F. Idrisov
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Additional information

Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 11–16, April, 1996.

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Idrisov, F.F. Identification of the trends of time series with sampling-time measurement errors. Russ Phys J 39, 296–301 (1996). https://doi.org/10.1007/BF02068049

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  • DOI: https://doi.org/10.1007/BF02068049

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