In this paper we discuss two methods for the estimation of linear dynamic factor models. The first method is behavioural in nature and consists of the least squares approximation of the observed data by means of a linear system. The second method is based on the statistical concept of principal...

In this paper, explicit method of constructing approximations (the triangle entropy method) is developed for nonequilibrium problems. This method enables one to treat any complicated nonlinear functionals that fit best the physics of a problem (such as, for example, rates of processes) as new...

Three results are presented: First, we solve the problem of persistence of dissipation for reduction of kinetic models. Kinetic equations with thermodynamic Lyapunov functions are studied. Uniqueness of the thermodynamic projector is proven: There exists only one projector which transforms any...

In this paper, we construct low-dimensional manifolds of reduced description for equations of chemical kinetics from the standpoint of the method of invariant manifold (MIM). MIM is based on a formulation of the condition of invariance as an equation, and its solution by Newton iterations. A...

In this paper we discuss two methods for the estimation of linear dynamic factor models. The first method is behavioural in nature and consists of the least squares approximation of the observed data by means of a linear system. The second method is based on the statistical concept of principal...