A method of fast update of absolute central sample moments of time series
Informacionnye tehnologii i vyčislitelnye sistemy, no. 1 (2021), pp. 3-11.

Voir la notice de l'article provenant de la source Math-Net.Ru

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.
@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},
     publisher = {mathdoc},
     number = {1},
     year = {2021},
     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
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ITVS_2021_1_a0/
LA  - en
ID  - ITVS_2021_1_a0
ER  - 
%0 Journal Article
%A D. Z. Rybalko
%A K. B. Bulatov
%A D. V. Polevoy
%T A method of fast update of absolute central sample moments of time series
%J Informacionnye tehnologii i vyčislitelnye sistemy
%D 2021
%P 3-11
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ITVS_2021_1_a0/
%G en
%F ITVS_2021_1_a0
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/