Исследование временных рядов с равномерным, нормальным и экспоненциальным шумом с помощью SSA-метода

Abstract

Researches of time numbers by means of a SSA-method on the basis of complex application of tabulared processor MS Excel, mathematical package Mathcad, statistical packages Minitab and Statistica are carried out. It is shown, that a noise component restored of some for uniform, exponential and normal distribution it is displaced aside zero on size of a mean of a noise component initial of some with a margin error up to 6 % and increases up to 30 % at growth of a variance of noise initial of some up to 25 times. The standard deviation a noise component restored of some differs from initial on 7–9 % in all cases.