APPLICATION OF THE HOMOTOPY PERTURBATIONS METHOD IN APPROXIMATION PROBABILITY DISTRIBUTIONS OF NON-LINEAR TIME SERIES

被引：0

作者：

Ljajko, Eugen ^{[1
]}

Tosic, Marina ^{[1
]}

Kevkic, Tijana ^{[2
]}

Stojanovic, Vladica ^{[1
,3
]}

机构：

[1] Univ PriStina, Fac Sci, Dept Math, Kosovska Mitrovica, Serbia

[2] Univ PriStina, Fac Sci, Dept Phys, Kosovska Mitrovica, Serbia

[3] Univ Criminal Invest & Police Studies, Dept Innformat, Belgrade, Serbia

来源：

UNIVERSITY POLITEHNICA OF BUCHAREST SCIENTIFIC BULLETIN-SERIES A-APPLIED MATHEMATICS AND PHYSICS | 2021年 / 83卷 / 02期

关键词：

Homotopy perturbation; non-linear time series; approximation; probability distribution; EQUATION; MODEL;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the application of homotopy perturbations method (HPM) in approximation the probability distribution of some non-linear stochastic models that have probability densities functions (PDFs) with no closed form is described. The main result is based on HPM approximations the PDFs of some non-linear autoregressive time series, which are widely used in modeling actual data, especially in econometrics. It is formally confirmed the convergence and efficiency of HPM approximations, and illustrated also with certain examples of non-linear stochastic models of autoregressive time series.

引用

页码：177 / 186

页数：10

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