Forbidden patterns in financial time series
نویسندگان
چکیده
منابع مشابه
Forbidden patterns in financial time series.
The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy, which has the basic properties of classic chaos indicators, such as Lyapunov exponent or Kolmogorov entropy, thus allowing to separate deterministic (usually...
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ژورنال
عنوان ژورنال: Chaos: An Interdisciplinary Journal of Nonlinear Science
سال: 2008
ISSN: 1054-1500,1089-7682
DOI: 10.1063/1.2841197