A simple and fast representation space for classifying complex time series

Zunino, Luciano; Olivares, Felipe; Fernández Bariviera, Aurelio; Rosso, Osvaldo A.

Artículo de Publicación Periódica:
A simple and fast representation space for classifying complex time series

dc.contributor.author	Zunino, Luciano
dc.contributor.author	Olivares, Felipe
dc.contributor.author	Fernández Bariviera, Aurelio
dc.contributor.author	Rosso, Osvaldo A.
dc.date.accessioned	2019-09-19T20:02:16Z
dc.date.available	2019-09-19T20:02:16Z
dc.date.issued	2017-03
dc.description.abstract	"In the context of time series analysis considerable effort has been directed towards the implementation of efficient discriminating statistical quantifiers. Very recently, a simple and fast representation space has been introduced, namely the number of turning points versus the Abbe value. It is able to separate time series from stationary and non-stationary processes with long-range dependences. In this work we show that this bidimensional approach is useful for distinguishing complex time series: different sets of financial and physiological data are efficiently discriminated. Additionally, a multiscale generalization that takes into account the multiple time scales often involved in complex systems has been also proposed. This multiscale analysis is essential to reach a higher discriminative power between physiological time series in health and disease. "	en
dc.identifier.issn	0375-9601
dc.identifier.uri	http://ri.itba.edu.ar/handle/123456789/1762
dc.language.iso	en	en
dc.relation	info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physleta.2017.01.047
dc.relation	info:eu-repo/grantAgreement/CONICET/AR. Ciudad Autónoma de Buenos Aires
dc.subject	ANALISIS DE SERIES DE TIEMPO	es
dc.subject	PROCESOS ESTACIONARIOS	es
dc.subject	CLASIFICACION	es
dc.title	A simple and fast representation space for classifying complex time series	en
dc.type	Artículos de Publicaciones Periódicas	es
dc.type	info:eu-repo/semantics/acceptedVersion
dspace.entity.type	Artículo de Publicación Periódica
itba.description.filiation	Fil: Zunino, Luciano. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiation	Fil: Zunino, Luciano. Facultad de Ingeniería. Universidad Nacional de La Plata; Argentina.
itba.description.filiation	Fil: Olivares, Felipe. Pontificia Universidad Católica de Valparaíso; Chile.
itba.description.filiation	Fil: Fernández Bariviera, Aurelio. Universitat Rovira i Virgili; España.
itba.description.filiation	Fil: Rosso, Osvaldo A. Universidade Federal de Alagoas; Brasil.
itba.description.filiation	Fil: Rosso, Osvaldo A. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiation	Fil: Rosso, Osvaldo A. Universidad de los Andes; Chile.