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Combining Measures of Signal Complexity and Machine Learning for Time Series Analyis: A Review

Measures of signal complexity, such as the Hurst exponent, the fractal dimension, and the Spectrum of Lyapunov exponents, are used in time series analysis to give estimates on persistency, anti-persistency, fluctuations and predictability of the data under study. They have proven beneficial when doi...

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Detalles Bibliográficos
Autores principales:	Raubitzek, Sebastian, Neubauer, Thomas
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2021
Materias:	Review
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8700684/ https://www.ncbi.nlm.nih.gov/pubmed/34945978 http://dx.doi.org/10.3390/e23121672

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