Modeling the Complex Network of Multidimensional Information Time Series to Characterize the Volatility Pattern Evolution

Modeling the Complex Network of Multidimensional Information Time Series to Characterize the Volatility Pattern Evolution

Time series processing and analyzing is one of the major challenges in big data research, especially in inferring the dynamical mechanism of time series. In this paper, we constructed a complex network from time series via exploring the evolutionary relationship among the volatility patterns. We int...

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Bibliographic Details
Main Authors: Siyao Liu, Xiangyun Gao, Wei Fang, Qingru Sun, Sida Feng, Xueyong Liu, Sui Guo
Format: Article
Language:English
Published: IEEE 2018-01-01
Series:IEEE Access
Subjects:
Time series analysis
complex networks
nonlinear dynamical systems
multidimensional information
volatility pattern
Online Access:https://ieeexplore.ieee.org/document/8369061/

Internet

https://ieeexplore.ieee.org/document/8369061/

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