Stochastic Processes

By Ilona Kosinska on AppTrack Ninja.

Time series analysis tool.

The theory of stochastic processes is a method of describing time-dependent physical phenomena, based on probability theory, which allows the calculation of averaged macroscopic properties. The application allows for determining basic characteristics of stochastic processes, such as the mean or covariance function, as well as observing the evolution of the probability distribution. It also enables the stationarity of the studied process to be assessed, and for processes considered stationary, spectral analysis and the determination of correlation time. The application allows for the analysis …

Categories: Education, Utilities

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