- •Lecture 3 (part1)
- •The basic questions:
- •The basic motivation:
- •3.1 Evaluation of statistical stability of random sequences based on higher moments
- •The last requirement is equivalent to solution of the following nonlinear system of
- •3.2 The GMV-function and its basic properties
- •Detection of statistically stable points located inside a random sequence
- •3.3 The approximate expression for the GMV- function. Fractional and complex moments
- •ECs method helps to transform the function with nonlinear fitting parameters to the
- •The approximate analytical expression provides a 'universal' quantitative reduction of any random sequence
- •Correlation of two different random sequences.
- •3.4 Different generalizations of the GMV- function
- •Definition of complex moments
- •It is necessary to mark here that possible application of the SFM method
- •Generalization
- •3.4 Basic inequalities
- •Here we show the segment of the random sequence corresponding to beta- distribution.
- •For calculation of the statistical proximity one can suggest the following scheme:
- •2014 year
- •The system of equations for calculation of the exponential parameters.
- •Integration and differentiation pre-processing
- •Values
- •Values
- •1. Application of the SFM: statistical protection of the valuable documents
- •Figure 2. Integration with respect to its mean value helps to create a
- •What is happened if we increase the number of the fitting parameters and
- •Figure 5. This figure demonstrates the difference between two set of random points
- •Results and discussion
- •4.The higher integer moments can be easily generalized for the fractional or even
Figure 2. Integration with respect to its mean value helps to create a difference between a sufficient number of points. Differentiation does not have this important property. As in the previous figure all false points are marked by blue color.
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w
Distribution of the fitting parameters for pattern points
Figure 3. Here we demonstrate the normalized curve of the fractional moments From the interval [0,20] and its fitting curve realized with five exponents lambda and weigthing factors (w). These parameters are shown on the right.
w
Distribution of the fitting parameters for the false points
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What is happened if we increase the number of the fitting parameters and consider the function
?
Figure 4. The distribution of the weight factors for the pattern and false points. We see large differences between these distributions with increasing of number of S=30.
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Figure 5. This figure demonstrates the difference between two set of random points (on the right) organized in two beta-distributions.
So, this simple approach based on the excess of the moments helps to solve The important problem associated with protection of valuable documents.
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Results and discussion
In this section we summarize in brief the basics of the statistics fractional moments (SFM) that can find wide applications in quantitative comparison of different random sequences.
1.The values of higher moments that keep invariant the length of the initial sequence helps to understand the stability and proximity of different random series expressed quantitatively in terms of integer (k << N) or fractional moments (k N >> 1).
2.The solutions for relatively small k have unique sensitivity and help to detect one (!) 'strange' point in two initial sequences compared. An example of such application is considered above and can be used for statistical protection of plastic cards and other valuable surfaces.
3.The GMV-function helps to transform a random sequence into determined function and the fitting parameters of this function helps to compare quantitatively two arbitrary random sequences with each other that undoubtedly will find a wide practical application in construction of different calibration curves and in experimental data treatment procedure.
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4.The higher integer moments can be easily generalized for the fractional or even complex moments that increase the limits of this new statistics and sensitivity of the SFM method at whole.
5.The SFM is closely related with nonextensive Tsallis entropy that extends this definition and helps to express the stochastic properties of any random series in terms of fractional moments.
6.Instructive examples considered in this lecture should convince a potential reader in advantages of new statistics that enables to solve new problems as differentiation of statistical stability, quantitative comparison of different randomness that can help in solution of a basic problem as more reliable forecasting of different temporal random sequences.
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