You might also like

More about Distributions Of Order Patterns in Time Series

• Book details
• Synopsis
• Trending among others

You get 137 loyalty points

Book synopsis

Distributions of Order Patterns in Time Series presents a simple, fast and robust method of time series analysis, the basic idea is to consider the order relations among the values of a time series instead of the the values themselves, we determined analytically probabilities of order patterns of asymmetric periodic sawtooth function, Gaussian and ARMA processes, fractional Brownian motion, we estimate the probabilities of the order patterns of many empirical time series and extract many basic features of the series from the behavior of the order patterns. In the end the book presents the permutation entropy as a measure of complexity of time series. The book is useful as a text for graduate-level in Mathematics ( probability and statistics) and Physics

Book details

Book category Books in English Mathematics & science Mathematics Probability & statistics

• Full title: Distributions Of Order Patterns in Time Series
• Author: Faten Shiha
• Language: English
• Binding: Paperback
• Number of pages: 120
• EAN: 9783639242201
• ISBN: 3639242203
• ID: 06831856
• Publisher: VDM Verlag
• Weight: 186 g
• Dimensions: 229 × 152 × 7 mm
• Date of publishing: 13. April 2010

Trending among others

---

---

---