๐”– Bobbio Scriptorium
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MEASURING THE INSTABILITY OF TIME SERIES DATA

โœ Scribed by J. D. A. CUDDY; P. A.DELLA VALLE


Book ID
115232389
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
67 KB
Volume
40
Category
Article
ISSN
0140-5543

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To evaluate models of dynamical systems, researchers have traditionally used quantitative measures of short term prediction errors. However, for chaotic or stochastic systems, comparison of long term, qualitative behaviors may be more relevant. Let x = (x0 ...... r,,) be a sequence of real numbers