Scientific Journal of KubSAU

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

Shahmelikyan Timur Arkadyevich

Scholastic degree

—

Academic rank

—

Honorary rank

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Organization, job position

Kuban State University
   

Web site url

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Email

timur.shakhmelikyan@bk.ru


Articles count: 1

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 2136
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
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