Method for detection of jump-like change points in optical data using approximations with distribution functions
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A method for detection and estimation of the parameters of jump-like changes of the expectation of optical data for ocean/sea investigations, based on changes approximations by cumulative distribution functions, is proposed. Algorithms and programs for the change-points detection and estimation of the expectation of a stochastic process, based on approximations of the changes by cumulative distribution functions, are constructed and tested.