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

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

Measures of signal complexity, such as the <i>Hurst exponent</i>, the <i>fractal dimension</i>, and the <i>Spectrum of Lyapunov exponents</i>, are used in time series analysis to give estimates on persistency, anti-persistency, fluctuations and predictability of t...

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Bibliographic Details
Main Authors: Sebastian Raubitzek, Thomas Neubauer
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Entropy
Subjects:
hurst exponent
chaos
Lyapunov exponents
neural networks
time series prediction
deep learning
Online Access:https://www.mdpi.com/1099-4300/23/12/1672

Internet

https://www.mdpi.com/1099-4300/23/12/1672

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