کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
976757 933152 2010 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A coherence-based approach for the pattern recognition of time series
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
A coherence-based approach for the pattern recognition of time series
چکیده انگلیسی

A pattern recognition approach based on the frequency domain measure of squared coherence is a useful approach to identify linearly related groupings of time series over different periods of time. It is considered in an application to identify similar patterns of the yearly rates of change in the Gross Domestic Product (GDP) of twenty two highly developed countries in an econophysics context. The approach is also tested in simulation studies using linearly related time series, and it is shown to have a very good success rate of correct pattern matching.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 389, Issue 17, 1 September 2010, Pages 3516–3537
نویسندگان
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