Time Series Complexities and Their Relationship to Forecasting Performance

Entropy is a key concept in the characterization of uncertainty for any given signal, and its extensions such as Spectral Entropy and Permutation Entropy. They have been used to measure the complexity of time series. However, these measures are subject to the discretization employed to study the sta...

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Detalles Bibliográficos
Autores principales: Ponce-Flores, Mirna, Frausto-Solís, Juan, Santamaría-Bonfil, Guillermo, Pérez-Ortega, Joaquín, González-Barbosa, Juan J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516527/
https://www.ncbi.nlm.nih.gov/pubmed/33285864
http://dx.doi.org/10.3390/e22010089

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516527/
https://www.ncbi.nlm.nih.gov/pubmed/33285864
http://dx.doi.org/10.3390/e22010089

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