<p>The new approach to the recognition mechanism of the time series generating process based on the results of the entropy and the recurrent analysis is proposed. The comparative analysis of the realizations properties of chaotic and stochastic processes with different correlation structure was carried out. It is shown that the derived set of information characteristics allows to distinguish the realizations of deterministic chaotic and fractal random processes. Depending on complexity measures of time series of process parameters were obtained. The information characteristics dependencies from the process parameters were obtained. The results of bioelectric signals and financial time series study are presented.</p>
Науковий журнал «Радіоелектроніка, інформатика, управління»
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Kirichenko, L. O.; Kharkiv National University of Radio Electronics, Ukraine Kobitskaya, Yu. A.; Kharkiv National University of Radio Electronics, Ukraine Habacheva, A. Yu.; Kharkiv National University of Radio Electronics, Ukraine |
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<p>The new approach to the recognition mechanism of the time series generating process based on the results of the entropy and the recurrent analysis is proposed. The comparative analysis of the realizations properties of chaotic and stochastic processes with different correlation structure was carried out. It is shown that the derived set of information characteristics allows to distinguish the realizations of deterministic chaotic and fractal random processes. Depending on complexity measures of time series of process parameters were obtained. The information characteristics dependencies from the process parameters were obtained. The results of bioelectric signals and financial time series study are presented.</p> |
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Zaporizhzhya National Technical University 2015-01-27 10:16:30 |
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application/pdf http://ric.zntu.edu.ua/article/view/37101 |
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Radio Electronics, Computer Science, Control; No 2 (2014): Radio Electronics, Computer Science, Control |
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Copyright (c) 2015 L. O. Kirichenko, Yu. A. Kobitskaya, A. Yu. Habacheva |
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