A one dimensional mapping method for time series data

被引：0

作者：

Okazaki, Hideaki ^{[1
]}

Yashikida, Kaoru ^{[1
]}

Mizutani, Hikaru ^{[1
]}

机构：

[1] Shonan Inst Technol, Fujisawa, Kanagawa, Japan

来源：

2012 IEEE 55TH INTERNATIONAL MIDWEST SYMPOSIUM ON CIRCUITS AND SYSTEMS (MWSCAS) | 2012年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of constructing one dimensional map model based on time series data, especially the one dimensional map exactly reproducing the time series data is considered. A new method that employs a piecewise linear canonical representing function and implements the one dimensional map as MATLAB vectrized M-files, is proposed. The application of this method is illustrated by examples of time series data such as a Nikkei Stock Average, an exchange rate, and an EEG.

引用

页码：490 / 493

页数：4

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