On the Characterisation of the Deterministic/Stochastic and Linear/Nonlinear Nature of Time Series KU Leuven
The need for the characterization of real-world signals in terms of their linear, nonlinear, deterministic and stochastic nature is highlighted and a novel framework for signal modality characterization is presented. A comprehensive analysis of signal nonlinearity characterization methods is provided, and based upon local predictability in phase space, a new criterion for qualitative performance assessment in machine learning is introduced. This ...