POSSIBLE COMPARISON BETWEEN TWO TIME SERIES

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F18%3A43952209" target="_blank" >RIV/49777513:23520/18:43952209 - isvavai.cz</a>
Result on the web
<a href="https://www.scopus.com/record/display.uri?eid=2-s2.0-85048788573&origin=resultslist&sort=plf-f&src=s&sid=98b525dcb14a877d8d2cd652051d1165&sot=autdocs&sdt=autdocs&sl=18&s=AU-ID%2856120952800%29&relpos=0&citeCnt=0&searchTerm=" target="_blank" >https://www.scopus.com/record/display.uri?eid=2-s2.0-85048788573&origin=resultslist&sort=plf-f&src=s&sid=98b525dcb14a877d8d2cd652051d1165&sot=autdocs&sdt=autdocs&sl=18&s=AU-ID%2856120952800%29&relpos=0&citeCnt=0&searchTerm=</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
POSSIBLE COMPARISON BETWEEN TWO TIME SERIES
Original language description
This paper is focused on the possible methodologies for comparing two time series by estimating the probability that both time series will increase or decrease (of course in probability) in the same time. It can be considered as the specific measure of dependence (more precisely concordance) between two random variables with non-parametric approach. Then the problem may arise with a statistical inference. The main idea of this approach is based on the transformation of observed data set into increasing and decreasing movement and then the Markov model (Markov chain) of transitions (increasing-increasing, increasing-decreasing, decreasing-increasing, decreasing-decreasing) is used with the removal of the assumption of independence.
Czech name
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Czech description
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Project
<a href="/en/project/LO1506" target="_blank" >LO1506: Sustainability support of the centre NTIS - New Technologies for the Information Society</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
17th Conference on Applied Mathematics, APLIMAT 2018 - Proceedings
ISBN
978-80-227-4765-3
ISSN
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e-ISSN
neuvedeno
Number of pages
11
Pages from-to
1025-1035
Publisher name
SPEKTRUM STU
Place of publication
Bratislava
Event location
Bratislava, Slovensko
Event date
Feb 5, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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