Time Series Complexities and Their Relationship to Forecasting Performance
Entropy is a key concept in the characterization of uncertainty for any given signal, and its extensions such as Spectral Entropy and Permutation Entropy. They have been used to measure the complexity of time series. However, these measures are subject to the discretization employed to study the sta...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-01-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/1/89 |