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Summary: This article introduces a probability approach based on fraction-of-time (FOT) for constructing probabilistic models from individual time series, without the need for the abstraction of a stochastic process. This approach allows for a more practical and accurate description of the properties of time series and avoids the limitations of standard stochastic process models and assumptions of ergodicity.
IEEE ACCESS (2022)
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Jacek Leskow et al.
SIGNAL PROCESSING (2006)