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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/12/1672 |