{"title":"A one dimensional mapping method for time series data","authors":"H. Okazaki, Kaoru Yashikida, H. Mizutani","doi":"10.1109/MWSCAS.2012.6292064","DOIUrl":null,"url":null,"abstract":"The problem of constructing one dimensional map model based on time series data, especially the one dimensional map exactly reproducing the time series data is considered. A new method that employs a piecewise linear canonical representing function and implements the one dimensional map as MATLAB vectrized M-files, is proposed. The application of this method is illustrated by examples of time series data such as a Nikkei Stock Average, an exchange rate, and an EEG.","PeriodicalId":324891,"journal":{"name":"2012 IEEE 55th International Midwest Symposium on Circuits and Systems (MWSCAS)","volume":"28 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2012 IEEE 55th International Midwest Symposium on Circuits and Systems (MWSCAS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MWSCAS.2012.6292064","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 4
Abstract
The problem of constructing one dimensional map model based on time series data, especially the one dimensional map exactly reproducing the time series data is considered. A new method that employs a piecewise linear canonical representing function and implements the one dimensional map as MATLAB vectrized M-files, is proposed. The application of this method is illustrated by examples of time series data such as a Nikkei Stock Average, an exchange rate, and an EEG.