Scientific journal

ISSN 1814-2400

INFORMATION SCIENCE AND CONTROL SYSTEMS

Amosov O. S., Muller N.V., Pashchenko F. F.

STRUCTURAL-PARAMETRIC IDENTIFICATION OF TIME SERIES WITH APPLICATION OF FRACTAL AND WAVELET ANALYSIS

The article deals with the method of structural-parametric identification of time series using fractal and wavelet analysis. Mathematical model of time series is also considered here. For all that the possible range of variations of randomness indicators are taken into consideration.

Keywords: time series, mathematical model, identification, fractal and wavelet analysis