Time series: entropy and informational energy

George Daniel Mateescu ()
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George Daniel Mateescu: Institute for Economic Forecasting, Romanian Academy

Working Papers of Institute for Economic Forecasting from Institute for Economic Forecasting

Abstract: In the present work, we propose to investigate the possibility of using, in the analysis of data series, some notions similar to the entropy and the informational energy of a random distribution. Using these tools it is possible to appreciate some characteristics of the data series, exemplified in the article by the linear model.

Keywords: entropy; frequency; histogram; informational energy (search for similar items in EconPapers)
JEL-codes: C22 C40 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2022-10
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:rjr:wpiecf:221001

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