Blar i Department of Economics and Finance på emneord "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410"
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Exploration of stationary time-series’ network properties : Visibility-and Horizontal visibility graph of Gaussian white noise, AR (1), MA (1) and ARMA (1,1)
(Master thesis, 2019)We haverecordedthe network properties ofstochastic processes’whitenoise,푀퐴(1), 퐴푅(1)and 퐴푅푀퐴(1,1)bymeansof visibility-and horizontal visibility algorithms. The sample series of the stochastic processeswere artificially ...