Scientific and Technical Journal

ELECTROTECHNIC AND COMPUTER SYSTEMS

ISSN Print 2221-3937
ISSN Online 2221-3805
OPTIMAL APPROXIMATION OF TREND COMPONENT OF TIME SERIES
Abstract:

The new method of trend analysis of parameters of complex technical objects registration in their protracted exploitation, that based on formation of trajectory matrix as a matrix. Toeplitz and its following decomposition on trend, cyclic and noise components by optimal approximation of selected components is proposed in the paper. Optimal approximation of trend component consists in the solution of the overdetermined system of equations in concerning to this component by a least-squares method. On the basis of the offered method the applied problem of diagnostics of aviation engine is solved in the process of the protracted exploitation.

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References
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