Kolmogorov space in time series data

DOI10.1002/MMA.3875MaRDI QIDQ2830320zbMATH OpenOpenAlexFDO

Authors R. Pincak, Kabin Kanjamapornkul

Publication date 28 October 2016

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

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

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)

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.

Recommendations

• TIME SERIES ANALYSIS IN RECONSTRUCTED STATE SPACES
• Time series analysis by state space methods
• scientific article; zbMATH DE number 3980305
• Modeling interval time series with space-time processes
• scientific article; zbMATH DE number 5697605
• Time series in M dimensions: The power spectrum
• Recursive Kernel Density Estimation for Time Series
• scientific article; zbMATH DE number 3978204
• Time series in the time domain
• Time series with Birnbaum-Saunders marginal distributions

Cites work

• scientific article; zbMATH DE number 4149885 (Why is no real title available?)
• Efficient implementation of quaternion Fourier transform, convolution, and correlation by 2-D complex FFT
• Geometry of entangled states, Bloch spheres and Hopf fibrations
• Intrinsic time-scale decomposition: time–frequency–energy analysis and real-time filtering of non-stationary signals
• Quaternion Dynamic Time Warping
• Random fixed points in a stochastic Solow growth model
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Über die Abbildungen der dreidimensionalen Sphäre auf die Kugelfläche

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

This page was built for publication: Kolmogorov space in time series data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2830320)