Symplectic Geometry and Its Applications on Time Series Analysis
This chapter serves to introduce the symplectic geometry theory in time series analysis and its applications in various fields. The basic concepts and basic elements of mathematics relevant to the symplectic geometry are introduced in the second section. It includes the symplectic space, symplectic...
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| Autor principal: | |
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2020
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/74346 |
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| Sumario: | This chapter serves to introduce the symplectic geometry theory in time series analysis and its applications in various fields. The basic concepts and basic elements of mathematics relevant to the symplectic geometry are introduced in the second section. It includes the symplectic space, symplectic transformation, Hamiltonian matrix, symplectic principal component analysis (SPCA), symplectic geometry spectrum analysis (SGSA), symplectic geometry mode decomposition (SGMD), and symplectic entropy (SymEn), etc. In addition, it also briefly reviews the applications of symplectic geometry on time series analysis, such as the embedding dimension estimation, nonlinear testing, noise reduction, as well as fault diagnosis. Readers who are familiar with the mathematical preliminaries may omit the second section, i.e. the theory part, and go directly to the third section, i.e. the application part. |
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| ISBN: | 978-1-83962-598-5 |
| DOI: | 10.5772/intechopen.94958 |