Qualitative identification of chaotic patterns in multidimensional time series

2010 International Conference on Financial Theory and Engineering, ICFTE 2010

Volumn , Issue , 2010, Pages 163-165

  Dohnal, Mirko ^a   Luňáček, Jiří ^a   Meluzín, Tomáš ^a  

^a BRNO UNIVERSITY OF TECHNOLOGY   (Czech Republic)

Author keywords

Chaos; Component; Qualitative; Scenario; Time series; Transition

Indexed keywords

CHAOS; CHAOTIC MODEL; CHAOTIC PATTERN; LORENZ MODEL; MULTIDIMENSIONAL TIME; ORIENTED GRAPH; QUALITATIVE IDENTIFICATION; QUALITATIVE MODEL; SECOND DERIVATIVES; SMOOTHING ALGORITHMS;

TIME SERIES;

CHAOS THEORY;

EID: 77955285519     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICFTE.2010.5499405     Document Type: Conference Paper

References (2)

1. Dohnal, M., (1997) A Qualitative Approach to Pattern Identification for Financial Data Mining, Journal of Computational Intelligence in Fi-nance, 5 (3) 27-36
2. Vicha T., Dohnal, M., (2008) Quali-tative identification of chaotic sys-tems behaviours Chaos, Solitons & Fractals 38 (1) 70-78.