Modeling of time series of process parameters

Authors

  • Z. J. Vorotnikova ДВНЗ «Приазовський державний технічний університет», м. Маріуполь, Ukraine

DOI:

https://doi.org/10.31498/2225-6733.27.2013.31547

Keywords:

process variable time series, time series data structure, time series asymptotic approximation, Fourier expansion, data base

Abstract

In this the basic facts about real simulation methods of the non-stationary time series are stated, regarding the system of representation of time series for technological parameters, contained in data base of the Process Control System with the aim of their subsequent analysis. The system was designed by the author

Author Biography

Z. J. Vorotnikova, ДВНЗ «Приазовський державний технічний університет», м. Маріуполь

Кандидат технічних наук, доцент

References

Уилкс С. Математическая статистика: пер. с англ. / С. Уилкс. – М. : Наука, 1967. – 632 с.

Орлов Ю.Н. Нестационарные временные ряды: Методы прогнозирования с примерами анализа финансовых и сырьевых рынков / Ю.Н. Орлов, К.П. Осминин. – М. : URSS, 2011. – 384 с.

Голяндина Н.Э. Метод “Гусеница” – SSA: анализ временних рядов: учеб. пособие / Н.Э. Голяндина. – СПб. : ВВМ, 2004. – 76 c.

Лукашин Ю.П. Адаптивные методы краткосрочного прогнозирования временных рядов: учебное пособие / Ю.П. Лукашин. – М. : Финансы и статистика, 2003. – 416 с.

Golyandina. N.E. Analysisof Time Series Structure: SSA and Related Techniques / N.E. Golyandina, V.V. Nekrutkin, A.A. Zhigljavsky. – Chapman & Hall, 2001. – 305 р.

Бриллинджер Д. Временные ряды. Обработка данных и теория / Д. Бриллинджер. – М. : Мир, 1980. – 536 с.

Box G. A note on the generation of random normal deviates / G. Box // Annals of mathematical statistics. – 1958. – 29, №2. – P. 610-611.

Frosini B.V. On the distribution and power of goodness-of-fit statistic with parametric and nonparametric applications, “Goodness-of-fit” / B.V. Frosini // Amsterdam-Oxford-New York: North Holland Publ. Comp, 1987. – P. 133-154.

Downloads

How to Cite

Vorotnikova, Z. J. (2014). Modeling of time series of process parameters. Reporter of the Priazovskyi State Technical University. Section: Technical Sciences, (27), 197–204. https://doi.org/10.31498/2225-6733.27.2013.31547

Issue

No. 27 (2013): Reporter of the Priazovskyi State Technical University. Section: Technical sciences

Section

Automation of processes and systems

License

The journal «Reporter of the Priazovskyi State Technical University. Section: Technical sciences» is published under the CC BY license (Attribution License).

This license allows for the distribution, editing, modification, and use of the work as a basis for derivative works, even for commercial purposes, provided that proper attribution is given. It is the most flexible of all available licenses and is recommended for maximum dissemination and use of non-restricted materials.

Authors who publish in this journal agree to the following terms:

1. Authors retain the copyright of their work and grant the journal the right of first publication under the terms of the Creative Commons Attribution License (CC BY). This license allows others to freely distribute the published work, provided that proper attribution is given to the original authors and the first publication of the work in this journal is acknowledged.

2. Authors are allowed to enter into separate, additional agreements for non-exclusive distribution of the work in the same form as published in this journal (e.g., depositing it in an institutional repository or including it in a monograph), provided that a reference to the first publication in this journal is maintained.