Scientific journal "The News of Altai State University". 2001 #1(19). Mathematics and Computer Science.

Scientific journal of the
theoretical and applied
researches

Print ISSN 1561-9443
On-line ISSN 1561-9451

Issues list
	Content of 1(19) 2001
		Mathematics and Computer Science
		Physics

1(19)

2001

$Mathematics and Computer Science$

Previous | Next

S.G. Pushkov

On the modeling of time series by linear system with state space

The paper is devoted to research of a problem of construction of model with state space explaining observable time series. A nonstatistical approach to the analysis of time series is offered. The variants of formulations of problems of the exact and fitting modeling of time series and methods of their decision are considered.

Print Edition of "The News of Altai State University" © 1996-2010 Altai State University.
All rights reserved. Any of parts of a journal or edition as a whole cannot be reprinted without the written sanction of the authors or publisher. On purchase of a journal to address to ASU publishing house:
Altai State University. 656049, 66 Dimitrova street, Barnaul, Russia. Telephone + 7 (3852) 366351.