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  1. 1 Zeug K.

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  1. 1 2013

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

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Zeug K.
Studia Ekonomiczne
|
2013
|
vol. 132
160-168
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.
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