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Visual Recurrence Analysis: Application to Economic Time series

  • M. Faggini
Part of the New Economic Windows book series (NEW)

Abstract

The existing linear and non-linear techniques of time series analysis (Casdagli, 1997), long dominant within applied mathematics, the natural sciences, and economics, are inadequate when considering chaotic phenomena.

Keywords

Time Series Lyapunov Exponent Chaotic System Correlation Dimension Chaotic Behaviour 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Italia 2007

Authors and Affiliations

  • M. Faggini
    • 1
  1. 1.Dipartimento di Scienze Economiche e StatisticheUniversitä degli Studi di SalernoItaly

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