Measuring dynamical uncertainty with Revealed Dynamics Markov Models
Concepts and measures of time series uncertainty and complexity have been applied across domains for behavior classification, risk assessments, and event detection/prediction. This paper contributes three new measures based on an encoding of the series' phase space into a descriptive Markov mod...
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Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
2020
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/145456 |
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Institution: | Nanyang Technological University |
Language: | English |