Characterization of time series via Rényi complexity–entropy curves
نویسندگان
چکیده
منابع مشابه
Characterizing time series via complexity-entropy curves.
The search for patterns in time series is a very common task when dealing with complex systems. This is usually accomplished by employing a complexity measure such as entropies and fractal dimensions. However, such measures usually only capture a single aspect of the system dynamics. Here, we propose a family of complexity measures for time series based on a generalization of the complexity-ent...
متن کاملCharacterization of Financial Time Series
This paper provides an exhaustive review of the literature on the characterization of financial time series. A stylized fact is a term in economics used to refer to empirical findings that are so consistent across markets that they are accepted as truth. Financial time series may be characterized by the following stylized facts. The autocorrelation of returns is largely insignificant. The distr...
متن کاملThe Chaotic Analysis of Financial Time Series: Classification of Foreign Exchange Rates Series via Their Exponential Divergence Curves
In this work we evaluate the notable results of four interrelated successive works ([2–5]) dealing with the classification properties and temporal evolution of foreign exchange rates series (ForEX). The main idea in these works can be conceptualized through the behavior of the exponential divergence curves of financial time series that make a clear distinction for both spatial (between countrie...
متن کاملA variational characterization of Rényi divergences
Atar, Chowdhary and Dupuis have recently exhibited a variational formula for exponential integrals of bounded measurable functions in terms of Rényi divergences. We develop a variational characterization of the Rényi divergences between two probability distributions on a measurable space in terms of relative entropies. When combined with the elementary variational formula for exponential integr...
متن کاملa time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2018
ISSN: 0378-4371
DOI: 10.1016/j.physa.2018.01.026