Scientific Journal of KubSAU

Polythematic online scientific journal
of Kuban State Agrarian University
ISSN 1990-4665
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Name

Kesiyan Grant Arutovich

Scholastic degree

—

Academic rank

—

Honorary rank

—

Organization, job position

Kuban State University
   

Web site url

—

Email

grant.kesiayn@mail.com


Articles count: 2

188 kb

ANALYSIS OF METHODS OF GENERATION OF TIME SERIES WITH LONG-TERM CORRELATION STRUCTURE

abstract 0741110027 issue 74 pp. 312 – 322 30.12.2011 ru 2140
This article gives a comparative analysis of six modeling techniques of fractal differential noise, including: direct definition method, the method of Hosking, the method of Davis and Hart's, the circulant embedding method, Paxson method and method of spectral simulation. Furthermore, the algorithms are given for the analysis and the method of estimation of Hurst`s parameter is selected, this method is the main criterion of quality when comparing the above mentioned methods of fractal differential noise
185 kb

DESIGNING OF MULTIALGORITHMIC METHODS ON THE EXAMPLE OF LIBRARY OF CLASSES FOR THE ANALYSIS AND MODELLING OF TIME SERIES

abstract 0781204017 issue 78 pp. 199 – 209 30.04.2012 ru 1470
In this article, we describe a modification of the design pattern of "Strategy", which informs customers about the different types of algorithms (strategies) without disclosing the features of their implementation, as well as allows you to control compliance with the algorithms and methods. In addition, the architecture of the algorithms and methods that use the above modification is described in details
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