Abrupt transitions in time series with uncertainties
Most time series techniques tend to ignore data uncertainties, which results in inaccurate conclusions. Here, Goswami et al. represent time series as a sequence of probability density functions, and reliably detect abrupt transitions by identifying communities in probabilistic recurrence networks.
Guardado en:
| Autores principales: | , , , , , , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Nature Portfolio
2018
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/0e3d61b1efc947cfb08752dc628291d8 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|