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The method of trend analysis of parameters time series of gas-turbine engine state

2017; American Institute of Physics; Volume: 1895; Linguagem: Inglês

10.1063/1.5007361

1935-0465

I. Hvozdeva, Volodymyr Myrhorod, Y. Derenh,

Economic and Technological Systems Analysis

This research substantiates an approach to interval estimation of time series trend component. The well-known methods of spectral and trend analysis are used for multidimensional data arrays. The interval estimation of trend component is proposed for the time series whose autocorrelation matrix possesses a prevailing eigenvalue. The properties of time series autocorrelation matrix are identified.