55339

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Metrization of the T-Alphabet: Measuring the Distance between Multidimensional Real Discrete Sequences

DOI: 

10.1134/S0005117919010120

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

Volume 80, Issue 1

Город: 

  • Moscow

Издательство: 

  • Pleiades Publishing Ltd

Год издания: 

2019

Страницы: 

138–149
Аннотация
The measure is proposed of discrete real sequences similarity in the extended space of states. The measure is based on the symbolic CTQ-analysis methods and is applicable to a chaotic and stochastic multidimensional non-equidistant time series as well. The analysis of the proposed metrics is carried out and their basic properties are described. The method efficiency is tested on the model systems differing in complexity and topology of the attractor. The high sensitivity of the developed similarity measures is demonstrated on the example of the financial time series analysis.

Библиографическая ссылка: 

Макаренко А.В. Metrization of the T-Alphabet: Measuring the Distance between Multidimensional Real Discrete Sequences // Automation and Remote Control. 2019. Volume 80, Issue 1. С. 138–149.

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