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Physics of Particles and Nuclei Letters

, Volume 15, Issue 2, pp 194–197 | Cite as

Separation of Trend and Chaotic Components of Time Series and Estimation of Their Characteristics by Linear Splines

  • A. V. Kryanev
  • V. V. Ivanov
  • A. O. Romanova
  • L. A. Sevastyanov
  • D. K. Udumyan
Computer Technologies in Physics
  • 11 Downloads

Abstract

This paper considers the problem of separating the trend and the chaotic component of chaotic time series in the absence of information on the characteristics of the chaotic component. Such a problem arises in nuclear physics, biomedicine, and many other applied fields. The scheme has two stages. At the first stage, smoothing linear splines with different values of smoothing parameter are used to separate the “trend component.” At the second stage, the method of least squares is used to find the unknown variance σ2 of the noise component.

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Copyright information

© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  • A. V. Kryanev
    • 1
    • 2
  • V. V. Ivanov
    • 1
    • 2
  • A. O. Romanova
    • 1
  • L. A. Sevastyanov
    • 2
    • 3
  • D. K. Udumyan
    • 1
    • 3
    • 4
  1. 1.National Research Nuclear University Moscow Engineering Physics InstituteMoscowRussia
  2. 2.Joint Institute for Nuclear ResearchDubna, Moscow oblastRussia
  3. 3.Russian People’s Friendship UniversityMoscowRussia
  4. 4.University of MiamiCoral GablesUSA

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