Recurrence Plots of Exchange Rates of Currencies

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Entropy of weighted recurrence plots.

The Shannon entropy of a time series is a standard measure to assess the complexity of a dynamical process and can be used to quantify transitions between different dynamical regimes. An alternative way of quantifying complexity is based on state recurrences, such as those available in recurrence quantification analysis. Although varying definitions for recurrence-based entropies have been sugg...

متن کامل

Spatial recurrence plots.

We propose an extension of the recurrence plot concept to perform quantitative analyzes of roughness and disorder of spatial patterns at a fixed time. We introduce spatial recurrence plots (SRPs) as a graphical representation of the pointwise correlation matrix, in terms of a two-dimensional spatial return plot. This technique is applied to the study of complex patterns generated by coupled map...

متن کامل


 
 Recurrence 
 Plots 
 in 


To analyze computer systems or compare them to one another, measurements are taken as the program runs. This is called a performance trace, and it can involve large amounts of time series data. Currently, statistical tools are used for analysis but this approach loses information by ignoring the ordered nature of the data. We propose improving computer performance metrics by viewing the compute...

متن کامل

Line structures in recurrence plots

Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the phase-space trajectory. This provides us a better understanding of the structures occurring in recurrence plots. The relationship between the timescales and line...

متن کامل

Optimizing of recurrence plots for noise reduction.

We propose a way to automatically detect the best neighborhood size for a local projective noise reduction filter, where a typical problem is the proper identification of the noise level. Here we make use of concepts from the recurrence quantification analysis in order to adaptively tune the filter along the incoming time series. We define an index, to be computed via recurrence plots, whose mi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Sciences

سال: 2014

ISSN: 2305-3925,2410-4477

DOI: 10.18483/ijsci.545