Yu.N. Minaev, N.N. Guziy, O.Yu Filimonova., J.I. Minaeva
Èlektron. model. 2017, 39(4):43-68
https://doi.org/10.15407/emodel.39.04.043
ABSTRACT
Calculation methods have been proposed for the Hurst factor for univariate and multivariate TS on the basis of the main diagonals of TS tensor models. It is shown that the problem complexity determines the joint use of several mathematical theories, in particular, the tensor and multivariate matrix analysis. The examples of using the proposed methods are presented.
KEYWORDS
tensor, multivariate time series, intellectual analysis of the data, 3D matrices, diagonal 3D matrices, matrix development, self-similarity, Hurst parameter.
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