Metrization of the T-alphabet: measuring the distance between multidimensional real discrete sequences

DOI10.1134/S0005117919010120zbMath1436.62433OpenAlexW2933682592MaRDI QIDQ2287169

A. V. Makarenko

Publication date: 23 January 2020

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117919010120

zbMATH Keywords

symbolic analysisfinancial time seriesdiscrete sequencesmetric setRossler oscillatorT-alphabet

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Statistics on metric spaces (62R20)

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