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Tagged with mathematica time-series
3 questions
1
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0
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Measuring Autocorrelation in Tail Events
I have a single time series of financial data (stock index returns) and would like to study the autocorrelation among (log-)returns that are classified as "extreme", for example via exceedance of a ...
- 111
0
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Neural Network - Classification from Time series
I'm a .Net programmer who is fairly new to neural networks, but I know some of the concepts.
I have connected .Net to my copy of Mathematica 10
This is a classification
Our business problem is ...
- 103
5
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1
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Characterizing periodicity level of signal
What are some good ways of quantitatively characterizing the periodicity level of an approximately periodic $f(t), t \in \mathbb{R}$ signal?
I need this to tell if the output of some system is ...
- 1,408