Abstract
Consideration was given to different methods of structural analysis of the data series which are intended for expeditious determination of the “special points”—the instants of changes in trends. The data about different physical units such as technical, market, and other objects feature great dynamic variety in terms of their trends, local structural characteristics, and sliding statistical characteristics. Expeditious recognition of the instants of changes in the realization characteristics enables one to make timely decisions about normal operation of the objects under consideration. A multivariant approach to structural analysis of data realizations was proposed to enhance the reliability of determining the instants of occurrence of special points. Particular examples of multivariant structural analysis were presented.
Similar content being viewed by others
REFERENCES
Avdeev, V.P., Belousov, P.G., Parparov, Ya.G., and Shamovskii, V.E., Strukturnyi analiz signalov pri algoritmizatsii tekhnologicheskikh protsessov (Textbook of Structural Analysis of Signals at Process Algorithmization), Novokuznetsk: SMI, 1992.
Erlikh, A., Tekhnicheskii analiz tovarnykh i denezhnykh rynkov (Technical Analysis Handbook for Commodity and Financial Markets), Moscow: Infra-M, 1996.
Schwager, J.D., Tekhnicheskii analiz. Polnyi kurs (Technical Analysis), Moscow: Ap’pina, 2001.
Murphy, J.J., Tekhnicheskii analiz f ‘yuchersnykh rynkov: teoriya i praktika (Technical Analysis of the Futures Markets: A Comprehensive Guide to Trading and Applications), Moscow: Diagramma, 2000.
Achelis, S.B., Tekhnicheskii analiz ot A do Ya (Technical Analysis from A to Z), Moscow: Diagramma, 2000.
DeMark, T.R., Tekhnicheskii analiz—novaya nauka (The New Science of Technical Analysis), Moscow: Diagramma, 1999.
Kuznetsov, M.V. and Ovchinnikov, A.S., Tekhnicheskii analiz rynka tsennykh bumag (Technical Analysis of the Equity Market), Moscow: Infra-M, 1996.
Volovich, M.I., Avdeev, V.P., and Parparov, Ya.G., Kontrol’ i otsenivanie konvertornoi plavki po kosvennym parametram (Monitoring and Evaluation of Converter Fusing by Indirect Parameters), Kemerovo, 1989.
Author information
Authors and Affiliations
Additional information
__________
Translated from Avtomatika i Telemekhanika, No. 6, 2005, pp. 161–169.
Original Russian Text Copyright © 2005 by Ageev, Burkov, Zinchenko, Kiseleva.
Rights and permissions
About this article
Cite this article
Ageev, I.A., Burkov, V.N., Zinchenko, V.I. et al. Structural Analysis of the Time Data Series. Autom Remote Control 66, 995–1002 (2005). https://doi.org/10.1007/s10513-005-0143-9
Received:
Issue Date:
DOI: https://doi.org/10.1007/s10513-005-0143-9