Symbolic Time Series Analysis in Economics.
In this paper I describe and apply the methods of Symbolic Time Series Analysis (STSA) to an experimental framework. The idea behing STSA is simple: the values of a given time series data are transformed into a finite set of symbols obtaining a finite string.
Year of publication: |
2000
|
---|---|
Authors: | Brida, J.G. |
Subject: | TIME SERIES | INFORMATION | ECONOMIC MODELS |
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