Measuring the distance between time series

DOI10.1016/S0167-2789(96)00154-6zbMATH Open0914.62064WikidataQ123530031 ScholiaQ123530031MaRDI QIDQ678328FDOQ678328

Authors Brad Murray, Richard Moeckel 

Publication date 16 April 1997

Published in Physica D (Search for Journal in Brave)

zbMATH Keywords

dynamical systemslong term qualitative behaviour

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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• Real Analysis and Probability

Cited in

(15)

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• The distance between: an algorithmic approach to comparing stochastic models to time-series data
• Surrogate data for hypothesis testing of physical systems
• Wasserstein distances in the analysis of time series and dynamical systems
• Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires
• Detection of nonlinearity and chaoticity in time series using the transportation distance function
• Recurrence plots revisited
• scientific article; zbMATH DE number 5227819 (Why is no real title available?)
• Dynamical distance: coarse grains, pattern recognition, and network analysis
• Novel semi-metrics for multivariate change point analysis and anomaly detection
• Definition of distance for nonlinear time series analysis of marked point process data
• A new measure between sets of probability distributions with applications to erratic financial behavior
• Distances on spaces of high-dimensional linear stochastic processes: a survey
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