Measuring the distance between time series

DOI10.1016/S0167-2789(96)00154-6zbMath0914.62064WikidataQ123530031 ScholiaQ123530031MaRDI QIDQ678328

Brad Murray, Richard Moeckel

Publication date: 16 April 1997

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

dynamical systemslong term qualitative behaviour

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (8)

Detection of nonlinearity and chaoticity in time series using the transportation distance function ⋮ Novel semi-metrics for multivariate change point analysis and anomaly detection ⋮ Comparison of systems with complex behavior ⋮ Surrogate data for hypothesis testing of physical systems ⋮ Wasserstein distances in the analysis of time series and dynamical systems ⋮ Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires ⋮ Recurrence plots revisited ⋮ A new measure between sets of probability distributions with applications to erratic financial behavior

Cites Work

• Real Analysis and Probability
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Measuring the distance between time series