In this paper we introduce a new method to describe dynamical patterns of the real exchange rate movements time series and to analyze contagion in currency crisis. The method combines the tools of Symbolic Time Series Analysis with the nearest neighbor single linkage clustering algorithm. Data...

In this paper we search for the best SARIMA specification for forecasting arrivals in thirteen regions of Chile. We use monthly time series of arrivals from January 2004 to March 2009. The forecasting performance is assessed using data for the period October 2008 to March 2009. We use three...

In this paper I describe and apply the methods of Symbolic Time Series Analysis (STSA) to an experimental framework. The idea behind Symbolic Time Series Analysis is simple: the values of a given time series data are transformed into a finite set of symbols obtaining a finite string. Then, we...