Definition of distance for nonlinear time series analysis of marked point process data

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• 作者：Koji Iwayama^a ; ^{koji@sat.t.u-tokyo.ac.jp} ; Yoshito Hirata^b ; Kazuyuki Aihara^b
• 关键词：Marked point process data ; Distance ; Nonlinear time series analysis ; Largest Lyapunov exponents
• 刊名：Physics Letters A
• 出版年：2017
• 出版时间：30 January 2017
• 年：2017
• 卷：381
• 期：4
• 页码：257-262
• 全文大小：339 K
• 卷排序：381

文摘

A new distance for marked point process data is proposed. The distance can be computed fast enough for a small number of marks. The method to optimize parameter values of the distance is also proposed. Numerical simulations indicate that the analysis based on the distance is effective.