A simple and fast representation space for classifying complex time series
From MaRDI portal
Publication:2406133
DOI10.1016/j.physleta.2017.01.047zbMath1371.37136OpenAlexW2580346596MaRDI QIDQ2406133
Aurelio F. Bariviera, Felipe Olivares, 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
turning pointstime series analysisheart rate variabilityfinancial dataAbbe valueelectroencephalogram data
Applications of statistics to actuarial sciences and financial mathematics (62P05) Time series analysis of dynamical systems (37M10)
Related Items
Can deep learning distinguish chaos from noise? Numerical experiments and general considerations, Contrasting chaotic with stochastic dynamics via ordinal transition networks, Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics
Cites Work
- Inefficiency in Latin-American market indices
- Determining Lyapunov exponents from a time series
- 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 markets
- Ranking efficiency for emerging equity markets. II
- Scaling behaviors in differently developed markets
- Contrasting chaos with noise via local versus global information quantifiers
- A practical method for calculating largest Lyapunov exponents from small data sets
- Discriminating image textures with the multiscale two-dimensional complexity-entropy causality plane
- Approximate entropy as a measure of system complexity.
- On the Complexity of Finite Sequences
- Fractional Brownian Motions, Fractional Noises and Applications
- The Mean Square Successive Difference
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- Unnamed Item
- Unnamed Item