Informatics and Applications

2014, Volume 8, Issue 4, pp 78-84

A VISUALIZATION OF ESTIMATORS IN THE METHOD OF MOVING SEPARATION OF MIXTURES

  • A. K. Gorshenin

Abstract

The method of moving separation of mixtures (MSM method) is a powerful tool for analyzing different stochastic processes. Using the MSM method within the experts' conclusions for the results obtained by iterative numerical procedures, a number of important results were achieved in the physics of turbulent plasma, a few mathematical models for the functioning of financial markets were refined. In most cases, research teams present results in a form which is convenient just for themselves, and it is difficult for experts to compare and interpret results, especially, in the case when the model is tested on fundamentally dissimilar samples from different subject areas.
The paper presents a visualization tool for displaying parameter estimates independently of the used numerical methods. The tool is convenient for researchers and experts.

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