Measuring Dispersion and Serial Dependence in Ordinal Time Series Based on the Cumulative Paired ϕ-Entropy.
Christian WeißPublished in: Entropy (2022)
Keyphrases
- information theoretic
- mutual information
- multivariate time series
- information content
- information theory
- dynamic time warping
- moving average
- information entropy
- multidimensional time series
- information geometry
- entropy measure
- case study
- database
- stock market
- temporal information
- subsequence matching
- association rules
- fuzzy entropy
- weather forecasting
- abnormal patterns
- chronic hepatitis
- learning algorithm