A simple and fast representation space for classifying complex time series

DOI10.1016/J.PHYSLETA.2017.01.047MaRDI QIDQ2406133zbMATH OpenOpenAlexFDO

Authors Felipe Olivares, Aurelio F. Bariviera, Luciano Zunino, Osvaldo A. Rosso

Publication date 26 September 2017

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2017.01.047

zbMATH Keywords

Abbe valueelectroencephalogram datafinancial dataheart rate variabilitytime series analysisturning points

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• scientific article; zbMATH DE number 1163450
• Learning a symbolic representation for multivariate time series classification
• 面向复杂时间序列的 k 近邻分类器
• A new time series classification approach
• Classification of multivariate time series of arbitrary nature based on the \(\epsilon \)-complexity theory
• A deep multi-task representation learning method for time series classification and retrieval

Cites work

• A practical method for calculating largest Lyapunov exponents from small data sets
• Approximate entropy as a measure of system complexity.
• Contrasting chaos with noise via local versus global information quantifiers
• Determining Lyapunov exponents from a time series
• Discriminating image textures with the multiscale two-dimensional complexity-entropy causality plane
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Fractional Brownian Motions, Fractional Noises and Applications
• scientific article; zbMATH DE number 3273586 (Why is no real title available?)
• scientific article; zbMATH DE number 3354973 (Why is no real title available?)
• Inefficiency in Latin-American market indices
• On the Complexity of Finite Sequences
• On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points
• Ranking efficiency for emerging equity markets. II
• Ranking efficiency for emerging markets
• Scaling behaviors in differently developed markets
• The Mean Square Successive Difference

Cited in

(8)

• Can deep learning distinguish chaos from noise? Numerical experiments and general considerations
• ROCKET: exceptionally fast and accurate time series classification using random convolutional kernels
• scientific article; zbMATH DE number 6611943 (Why is no real title available?)
• 面向复杂时间序列的 k 近邻分类器
• Contrasting chaotic with stochastic dynamics via ordinal transition networks
• Nonlinear complexity and chaotic behaviors on finite-range stochastic epidemic financial dynamics
• Analysis of the dispersion Havrda-Charvat entropy plane in financial time series
• On the complementarity of ordinal patterns-based entropy and time asymmetry metrics

This page was built for publication: A simple and fast representation space for classifying complex time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2406133)