Measuring the distance between time series
Publication
, Journal Article
Moeckel, R; Murray, B
Published in: Physica D: Nonlinear Phenomena
January 1, 1997
To evaluate models of dynamical systems, researchers have traditionally used quantitative measures of short term prediction errors. However, for chaotic or stochastic systems, comparison of long term, qualitative behaviors may be more relevant. Let x = (x0. . . . , xn) be a sequence of real numbers generated by sampling a dynamical system or stochastic process and suppose y = (y0, . . . . yn) is another sequence, generated by a mathematical model of the process which generated x. In this paper we consider several ways of assigning a distance d(x, y) which measures the difference in long term behavior. © 1997 Elsevier Science B.V. All rights reserved.
Duke Scholars
Published In
Physica D: Nonlinear Phenomena
DOI
ISSN
0167-2789
Publication Date
January 1, 1997
Volume
102
Issue
3-4
Start / End Page
187 / 194
Related Subject Headings
- Fluids & Plasmas
- 4903 Numerical and computational mathematics
- 4902 Mathematical physics
- 4901 Applied mathematics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Moeckel, R., & Murray, B. (1997). Measuring the distance between time series. Physica D: Nonlinear Phenomena, 102(3–4), 187–194. https://doi.org/10.1016/S0167-2789(96)00154-6
Moeckel, R., and B. Murray. “Measuring the distance between time series.” Physica D: Nonlinear Phenomena 102, no. 3–4 (January 1, 1997): 187–94. https://doi.org/10.1016/S0167-2789(96)00154-6.
Moeckel R, Murray B. Measuring the distance between time series. Physica D: Nonlinear Phenomena. 1997 Jan 1;102(3–4):187–94.
Moeckel, R., and B. Murray. “Measuring the distance between time series.” Physica D: Nonlinear Phenomena, vol. 102, no. 3–4, Jan. 1997, pp. 187–94. Scopus, doi:10.1016/S0167-2789(96)00154-6.
Moeckel R, Murray B. Measuring the distance between time series. Physica D: Nonlinear Phenomena. 1997 Jan 1;102(3–4):187–194.
Published In
Physica D: Nonlinear Phenomena
DOI
ISSN
0167-2789
Publication Date
January 1, 1997
Volume
102
Issue
3-4
Start / End Page
187 / 194
Related Subject Headings
- Fluids & Plasmas
- 4903 Numerical and computational mathematics
- 4902 Mathematical physics
- 4901 Applied mathematics
- 0102 Applied Mathematics