Kolmogorov space in time series data

DOI10.1002/MMA.3875zbMATH Open1425.91357arXiv1606.03901OpenAlexW2295475751MaRDI QIDQ2830320FDOQ2830320

Authors: R. Pincak, Kabin Kanjamapornkul 

Publication date: 28 October 2016

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Abstract: We provide the proof that the space of time series data is a Kolmogorov space with $T_0$-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for time series data. Our concept is realized as the algorithm of empirical mode decomposition and intrinsic time scale decomposition and it is subsequently used for preliminary analysis on the real time series data.

Full work available at URL: https://arxiv.org/abs/1606.03901

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zbMATH Keywords

loop spaceempirical mode decompositiontime series dataKolmogorov spaceintrinsic time scale decomposition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Title not available (Why is that?)
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Geometry of entangled states, Bloch spheres and Hopf fibrations
• Efficient implementation of quaternion Fourier transform, convolution, and correlation by 2-D complex FFT
• Über die Abbildungen der dreidimensionalen Sphäre auf die Kugelfläche
• Random fixed points in a stochastic Solow growth model
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Cited In (6)

• GARCH in spinor field
• The Chern‐Simons Current in Systems of DNA‐RNA Transcriptions
• Forecasting Laurent Polynomial in the Chern–Simons Current of V3 Loop Time Series
• The Chern-Simons current in time series of knots and links in proteins
• Cohomology theory for financial time series
• Identification of market trends with string and D2-brane maps

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