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Distributions Of Order Patterns in Time Series

Distributions Of Order Patterns in Time Series

 

Marketed By :  VDM Verlag Dr. Müller   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 
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  • Product Description
 

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

Product Specifications
SKU :COC48010
Country of ManufactureIndia
Product BrandVDM Verlag Dr. Müller
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-04-08
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