Detecting structural changes on time series
- María Muñoz-Guillermo
- G. García-Clemente
- J. Cánovas
Proceedings:
10th Chaotic Modeling and Simulation International Conference: Barcelona, del 30 de mayo al 2 de junio de 2017
Year of publication: 2017
Type: Conference paper
Abstract
Entropy has been revealed as a measure of the complexity to detect thestructural changes applied to describe the dynamics. We considerdifferent entropy-like measures to detect structural changes in a timeseries. We analyze the results of different of these measures topreviously known generated time series to compare the normalizedresults and determine what measure fits better. An application to a realseismic data series is shown.