Exploratory Data Analysis for Korean Stock Data with Recurrence Plots

被引：0
|
作者：
Jang, Dae-Heung [1 ]
机构：
[1] Pukyong Natl Univ, Dept Stat, 45 Yongso Ro, Pusan 608707, South Korea
来源：
KOREAN JOURNAL OF APPLIED STATISTICS | 2013年 / 26卷 / 05期
关键词：
KOSPI index; recurrence plot; stationarity;
D O I：
10.5351/KJAS.2013.26.5.807
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A recurrence plot can be used as a graphical exploratory data analysis tool before confirmatory time series analysis. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in a time series at a glance. Korean stock data shows the usefulness of the recurrence plot as a graphical exploratory data analysis tool for time series data.
引用
收藏
页码：807 / 819
页数：13
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