2014 | 191 | 46-56
Article title

Wpływ optymalnych parametrów redukcji szumu losowego na identyfikację chaosu w ekonomicznych szeregach czasowych

Title variants
Effect of Optimum Parameters of Random Noise Reduction on the Identification of Chaos in Economic Time Series
Languages of publication
Real time series are usually disturbed by random noise and the presence of noise in the data can significantly affect the characteristics of dynamic system. The aim of the article will be to research the effect of re duction of random noise by the nearest neighbor method on the identification of chaos in time series. The test will be conducted on the basis of selected financial time series.
Physical description
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Document Type
Publication order reference
YADDA identifier
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