Geodesic
Sample distribution function construction for non-stationary time-series forecasting
Matematičeskoe modelirovanie, Tome 26 (2014) no. 3, pp. 97-107.

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The method of non-stationary time-series trajectory generation is proposed in accordance with Liouville evolution equation for the empirical distribution function density. With this generated series the non-autonomic dynamical chaotic system can be associated. For this system the Liapunov factor is estimated in the case of quasi-stationary initial distribution.
Keywords: non-stationary time series, empirical distribution function, kinetic evolution equation, Lyapunov exponent. 
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A. D. Bosov; R. S. Kalmetiev; Yu. N. Orlov. Sample distribution function construction for non-stationary time-series forecasting. Matematičeskoe modelirovanie, Tome 26 (2014) no. 3, pp. 97-107. http://geodesic.mathdoc.fr/item/MM_2014_26_3_a6/

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