Skip to content
#

nonlinear-time-series

Star

Here are 5 public repositories matching this topic...

Language: All
Filter by language
All 5 C++ 1 Julia 1 Python 1

mhenryo / Permutation-Entropy

Star 0

Through Permutation Entropy, we can delve into complex economic systems and unveil their hidden dynamics. PE captures the ordinal relationships between individual values in a time series, revealing a probability distribution of these patterns. This, in turn, allows us to quantify the degree of complexity inherent in the system's behavior.

complexity nonlinear-time-series nonparametric-econometrics information-theoretic-methods
  • Updated Feb 16, 2024

Improve this page

Add a description, image, and links to the nonlinear-time-series topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the nonlinear-time-series topic, visit your repo's landing page and select "manage topics."

Learn more