Assessing strength of seasonality through sample entropy a simulation study
This paper investigates the behaviour of sample entropy when used as a measure of seasonality of time series. Sample entropy decreases when the series becomes less complex or when regular patterns emerge. The more regular patterns in seasonal data compared to those of non-seasonal data is used in...
| Pubblicato in: | Philippine Statistician Vol. 61, no. 1 (2012), 21-34 |
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| Autore principale: | |
| Altri autori: | , |
| Natura: | Articolo |
| Lingua: | English |
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2012
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