An Excess Entropy Approach to Classify Long-Term and Short-Term Memory Stationary Time Series

Long-term memory behavior is one of the most important phenomena that has appeared in the time series analysis. Different from most definitions of second-order properties, an excess entropy approach is developed for stationary time series to classify long-term and short-term memory. A stationary seq...

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Detalhes bibliográficos

Principais autores:	Xuyan Xiang, Jieming Zhou
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2023-05-01
coleção:	Mathematics
Assuntos:	block entropy mutual information excess entropy stationary time series long-term memory
Acesso em linha:	https://www.mdpi.com/2227-7390/11/11/2448
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