A method of fast update of absolute central sample moments of time series
Informacionnye tehnologii i vyčislitelnye sistemy, no. 1 (2021), pp. 3-11
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The methods of updating central moments are often covered in various works where the large updating samples are present. However, absolute central moments of odd orders still remain unaddressed. In online systems and systems that are highly dependent on data transfer speed the issue of updating the absolute central moment of a time series on a certain constantly updating sample often comes up. In this paper we will propose a method for fast update of absolute central moments of time series and its programmatic implementation based on the treap data structure.
Keywords:
absolute central moments, treap, online systems
Mots-clés : central moments.
Mots-clés : central moments.
@article{ITVS_2021_1_a0,
author = {D. Z. Rybalko and K. B. Bulatov and D. V. Polevoy},
title = {A method of fast update of absolute central sample moments of time series},
journal = {Informacionnye tehnologii i vy\v{c}islitelnye sistemy},
pages = {3--11},
year = {2021},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/ITVS_2021_1_a0/}
}
TY - JOUR AU - D. Z. Rybalko AU - K. B. Bulatov AU - D. V. Polevoy TI - A method of fast update of absolute central sample moments of time series JO - Informacionnye tehnologii i vyčislitelnye sistemy PY - 2021 SP - 3 EP - 11 IS - 1 UR - http://geodesic.mathdoc.fr/item/ITVS_2021_1_a0/ LA - en ID - ITVS_2021_1_a0 ER -
D. Z. Rybalko; K. B. Bulatov; D. V. Polevoy. A method of fast update of absolute central sample moments of time series. Informacionnye tehnologii i vyčislitelnye sistemy, no. 1 (2021), pp. 3-11. http://geodesic.mathdoc.fr/item/ITVS_2021_1_a0/