Reducción del ruido y predicción de series temporales de alta frecuencia mediante sistemas dinámicos no lineales y técnicas neurales

Diego G. Fernández ()
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Diego G. Fernández: Banco Central del Uruguay

No 2014001, Documentos de trabajo from Banco Central del Uruguay

Abstract: The analysis of economic phenomena from direct observation can lead to incorrect conclusions because the data surveyed as an expression of the magnitude studied is often contaminated by multiple factors that introduce noise and prevent clearly perception of the underlying evolutionary patterns that seeks to analyze. It is essential to decompose the magnitude observed in terms of variations not directly observable. To do this methods in nonlinear dynamical systems are studied to remove noise that contaminates high frequency time series with eventual chaotic behavior

Keywords: noise reduction; prediction; dynamic systems; nonlinear; high frequency; reducción ruido; predicción; sistemas dinámicos; no lineal; alta frecuencia (search for similar items in EconPapers)
JEL-codes: C02 C61 C65 (search for similar items in EconPapers)
Pages: 15 pages
Date: 2014
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