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...
Saved in:
Main Authors: | Bramson, Aaron, Baland, Adrien, Iriki, Atsushi |
---|---|
Other Authors: | Lee Kong Chian School of Medicine (LKCMedicine) |
Format: | Article |
Language: | English |
Published: |
2020
|
Subjects: | |
Online Access: | https://hdl.handle.net/10356/145456 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Forecasting the Term Structure of Philippine Interest Rates Using the Dynamic Nelson-Siegel Model
by: De Lara-Tuprio, Elvira P, et al.
Published: (2017) -
Quantum uncertainty principles for measurements with interventions
by: Xiao, Yunlong, et al.
Published: (2023) -
Specific bamboo forest extraction and long-term dynamics as revealed by landsat time series stacks and google earth engine
by: You, S., et al.
Published: (2021) -
Estimation of count time series model with varying frequencies: Application to prevalence rate of diseases
by: Collado, Karl Man S.
Published: (2019) -
Data analysis & one-day prediction of SO2 and PM10 pollutants in Singapore
by: Teo, Aaron Bao Long
Published: (2022)