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Description of complex time series by multipoles

M. Lewkowicz, J. Levitan, N. Puzanov, N. Shnerb and K. Saermark

Physica A: Statistical Mechanics and its Applications, 2002, vol. 311, issue 1, 260-274

Abstract: We present a new method to describe time series with a highly complex time evolution. The time series is projected onto a two-dimensional phase–space plot which is quantified in terms of a multipole expansion where every data point is assigned a unit mass. The multipoles provide an efficient characterization of the original time series.

Keywords: Time series analysis; Non-stationary time series; Heart rate variability (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:311:y:2002:i:1:p:260-274

DOI: 10.1016/S0378-4371(02)00831-2

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