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...
| Xuất bản năm: | Philippine Statistician Vol. 61, no. 1 (2012), 21-34 |
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| Tác giả chính: | |
| Tác giả khác: | , |
| Định dạng: | Bài viết |
| Ngôn ngữ: | English |
| Được phát hành: |
2012
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| Những chủ đề: |