Description of complex time series by multipoles

We present a new method to describe time series with a highly complex time evolution. The time series is projected onto a two-dimensional phase–space plot which is quantified in terms of a multipole expansion where every data point is assigned a unit mass. The multipoles provide an efficient characterization of the original time series.

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Year of publication:	2002
Authors:	Lewkowicz, M. ; Levitan, J. ; Puzanov, N. ; Shnerb, N. ; Saermark, K.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 311.2002, 1, p. 260-274
Publisher:	Elsevier
Subject:	Time series analysis \| Non-stationary time series \| Heart rate variability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010590886