Wpływ redukcji poziomu szumu losowego metodą najbliższych sąsiadów na wartość największego wykładnika Lapunowa

• Authors: Katarzyna Zeug

Title variants

EN

Effect of Reduction of Random Noise by Method of the Nearest Neighbors on the Value of the Largest Lyapunov Exponent

• Languages of publication: PL

Abstracts

EN

Since the presence of noise in the data can significantly affect the characteristics of dynamic systems, the aim of the article will be to evaluate effect of reduction of random noise by method of the nearest neighbors on the value of the largest Lyapunov exponent. The test will be conducted on the basis of the economic time series, which consist of closing prices of companies listed on the Warsaw Stock Exchange and the daily exchange rates.

Keywords

PL

Modele matematyczne

EN

Mathematical models

• Publisher: Uniwersytet Ekonomiczny w Katowicach
• Journal: Studia Ekonomiczne
• Year: 2013
• Volume: 132
• Pages: 160-168

Contributors

author

Katarzyna Zeug

References

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Identifiers

ISSN

2083-8611