RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Probl. Upr.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Probl. Upr., 2017, Issue 2, Pages 2–9 (Mi pu1014)  

Systems analysis

Metrization of the T-alphabet: measuring the distance between multidimensional real discrete sequences

A. V. Makarenkoab

a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
b Moscow

Abstract: The measure is proposed of discrete real sequences similarity in the extended space of states. The measure is based on the symbolic CTQ-analysis methods and is applicable to a chaotic and stochastic multidimensional non-equidistant time series as well. The analysis of the proposed metrics is carried out and their basic properties are described. The method efficiency is tested on the model systems differing in complexity and topology of the attractor. The high sensitivity of the developed similarity measures is demonstrated on the example of the financial time series analysis.

Keywords: discrete sequences, T-alphabet, metric set, symbolic analysis, financial time series, Rossler oscillator.

Full text: PDF file (1183 kB)
References: PDF file   HTML file

English version:
Automation and Remote Control, 2019, 80:1, 138–149

UDC: 519.17+519.172.4+519.246.8

Citation: A. V. Makarenko, “Metrization of the T-alphabet: measuring the distance between multidimensional real discrete sequences”, Probl. Upr., 2017, no. 2, 2–9; Autom. Remote Control, 80:1 (2019), 138–149

Citation in format AMSBIB
\Bibitem{Mak17}
\by A.~V.~Makarenko
\paper Metrization of the T-alphabet: measuring the distance between multidimensional real discrete sequences
\jour Probl. Upr.
\yr 2017
\issue 2
\pages 2--9
\mathnet{http://mi.mathnet.ru/pu1014}
\transl
\jour Autom. Remote Control
\yr 2019
\vol 80
\issue 1
\pages 138--149
\crossref{https://doi.org/10.1134/S0005117919010120}


Linking options:
  • http://mi.mathnet.ru/eng/pu1014
  • http://mi.mathnet.ru/eng/pu/v2/p2

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Проблемы управления
    Number of views:
    This page:68
    Full text:10
    References:15
    First page:5

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019