Miśkiewicz, Janusz - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 8, pp. 1677-1687
size and the corresponding statistical distance is defined. The results are compared with the the usual correlation … distance measure for the time series themselves. As an example this entropy correlation distance method (ECDM) is applied to … several series, as those of the Consumer Price Index (CPI) in order to test some so called globalisation processes. Distance …