Design of non-stationary temporal rows of technological parameters by means of method of SSA
DOI:
https://doi.org/10.31498/2225-6733.30.2015.52743Keywords:
non-stationary temporal row, structure of temporal row, singular spectrology, main componentsAbstract
Information on the existing methods of non-stationary temporal rows modelling and a method of automatic design of non-stationary temporal rows of technological parameters worked out by the author by SSA method and its further use to analyze the technological process have been presented in the article. The task of researches is to develop such an algorithm that would make it possible to carry out automatic design of non-stationary temporal rows of technological parameters as data from comptrollers arrive and are being stored in CAS server database to be used to analyze the technological process next. The fulfilled analysis of existing methods of non-stationary rows of technological parameters design showed that presently there no theoretical base making it possible to make up such models. The algorithm of automatic modeling and a method of non-stationary temporal rows of technological parameters models storing with the purpose to use them in the imitation and expert systems for further analysis of technological process have been offered. The design method used in the process means additive presentation of temporal rows, where a row can be presented as combination of two sets of different in their nature components. In the article correlation of maximal amount of stationary and non-stationary submodels is presented for 26 parameters (for 180 segments), design quality, and statistical parameters of noiseReferences
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.
Канторович Г.Г. Лекции: Анализ временных рядов / Г.Г. Канторович // Экономический журнал / ГУ ВШЭ. – M., 2002. – Т. 6, №2. – C.251-273.
Лукашин Ю.П. Адаптивные методы краткосрочного прогнозирования временных ря-дов: учебное пособие / Ю.П. Лукашин. – М.: Финансы и статистика, 2003. – 416 с.
Маала С. Вейвлеты в обработке сигналов / С. Маала. – М. : Мир, 2005. – 671 с.
Воротникова З.Е. Моделирование временных рядов технологических параметров / З.Е. Воротникова // Вісник Приазовського державного технічного університету : Зб. наук. пр. / ДВНЗ «ПДТУ». – Маріуполь, 2013. – Вип. 27. – С. 197-204.
Mann H.B. On a test of whether one of two random variables is stochastically larger than the other / H.B. Mann, D.R. Whitney // Annals of Mathematical Statistics. – 1947. – № 18. – P. 50-60.
Golyandina. N.E. Analysisof Time Series Structure: SSA and Related Techniques / N.E. Go-lyandina, V.V. Nekrutkin, A.A. Zhigljavsky. – Chapman & Hall, 2001. – 305 P.
Box, G.E.P. A note on the generation of random normal deviates // Annals of mathematical statistics. – 1958. – 29, №2. – P. 610-611.
Раскин Л.Г. Математическое моделирование функционирования сложных систем / Л.Г. Раскин. – Х. : ВИТРА ПВО, 1988. – 178 с.
Frosini B.V. On the distribution and power of goodness-of-fit statistic with parametric and nonparametric applications, «Goodness-of-fit» / Frank E. Grubbs; ed. By Revesz P., Sarkadi K., Sen P.K. – Amsterdam-Oxford-New York: North Holland Publ. Comp, 1987. – P. 133-154.
Downloads
How to Cite
Issue
Section
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.







