временные ряды

CONTEMPORARY PROBLEMS IN MODELING FROM TIME SERIES

Mathematical modeling from discrete sequences of experimental data (time series) is an actively developing field in mathematical statistics and nonlinear dynamics. It started from approximation of a set of data points on a plane with a smooth curve, while currently such empiric models take the form of sophisticated differential and difference equations and are capable of describing even nonlinear oscillatory and wave phenomena. Practical applications of the empiric models are various ranging from future forecasts to technical and medical diagnostics.

Comparison of Methods for Phase Synchronization Diagnostics from Test Data Modeling Nonstationary Signals of Biological Nature

Three methods of phase synchronization diagnostics from time series are compared by the analysis of test data. These data reproduce the statistics of experimental temporal realizations recorded from the system of human cardiovascular system autonomic control.