Chaotic time series analysis in economics: Balance and perspectives

被引：31
|
作者：
Faggini, Marisa [1 ]
机构：
[1] Univ Salerno, Dipartimento Sci Econ & Stat, I-84084 Fisciano, Italy
来源：
CHAOS | 2014年 / 24卷 / 04期
关键词：
RECURRENCE QUANTIFICATION ANALYSIS; NONLINEAR DYNAMICS; LYAPUNOV EXPONENTS; DIMENSION CALCULATIONS; STRANGENESS; DEPENDENCE; BEHAVIOR; NUMBER; ERROR; TESTS;
D O I：
10.1063/1.4903797
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area. (C) 2014 AIP Publishing LLC.
引用
收藏
页数：10
相关论文
共 50 条
  • [1] Chaotic Time Series Analysis
    Liu, Zonghua
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2010, 2010
  • [2] Chaotic analysis of traffic time series
    Shang, PJ
    Li, XW
    Kamae, S
    CHAOS SOLITONS & FRACTALS, 2005, 25 (01) : 121 - 128
  • [3] Topological analysis of chaotic time series
    Gilmore, R
    APPLICATIONS OF SOFT COMPUTING, 1997, 3165 : 243 - 257
  • [4] Wavelet analysis of chaotic time series
    Murguía, JS
    Campos-Cantón, E
    REVISTA MEXICANA DE FISICA, 2006, 52 (02) : 155 - 162
  • [5] TIME-SERIES ANALYSIS OF CHAOTIC SIGNALS
    RABINOVITCH, A
    THIEBERGER, R
    PHYSICA D, 1987, 28 (03): : 409 - 415
  • [6] The Application of Multiwavelets to Chaotic Time Series Analysis
    Zhao, Zhihong
    Yang, Shaopu
    Lei, Yu
    PROCEEDINGS OF 2013 CHINESE INTELLIGENT AUTOMATION CONFERENCE: INTELLIGENT AUTOMATION & INTELLIGENT TECHNOLOGY AND SYSTEMS, 2013, 255 : 51 - 57
  • [7] The analysis of chaotic time-series data
    Department of Mathematics, Arizona State University, Tempe, AZ 85287, United States
    Syst Control Lett, 5 (313-319):
  • [8] Implementation of Chaotic Analysis on Retweet Time Series
    Bao, Yuanyuan
    Yi, Chengqi
    Jiang, Jingchi
    Xue, Yibo
    Dong, Yingfei
    PROCEEDINGS OF THE 2015 IEEE/ACM INTERNATIONAL CONFERENCE ON ADVANCES IN SOCIAL NETWORKS ANALYSIS AND MINING (ASONAM 2015), 2015, : 1225 - 1231
  • [9] Recent developments in chaotic time series analysis
    Lai, YC
    Ye, N
    INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2003, 13 (06): : 1383 - 1422
  • [10] Behavioural analysis of a time series–A chaotic approach
    T A FATHIMA
    V JOTHIPRAKASH
    Sadhana, 2014, 39 : 659 - 676
12345