时间序列数据的一维映射方法

2012 IEEE 55th International Midwest Symposium on Circuits and Systems (MWSCAS) Pub Date : 2012-09-05 DOI:10.1109/MWSCAS.2012.6292064

H. Okazaki, Kaoru Yashikida, H. Mizutani

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引用次数: 4

摘要

研究了基于时间序列数据的一维地图模型的构建问题，特别是精确再现时间序列数据的一维地图问题。提出了一种采用分段线性正则表示函数，将一维映射实现为MATLAB矢量化m文件的新方法。该方法的应用通过日经指数、汇率和脑电图等时间序列数据的例子来说明。

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A one dimensional mapping method for time series data

The problem of constructing one dimensional map model based on time series data, especially the one dimensional map exactly reproducing the time series data is considered. A new method that employs a piecewise linear canonical representing function and implements the one dimensional map as MATLAB vectrized M-files, is proposed. The application of this method is illustrated by examples of time series data such as a Nikkei Stock Average, an exchange rate, and an EEG.

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2012 IEEE 55th International Midwest Symposium on Circuits and Systems (MWSCAS)

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