ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)


Энтропия

Entropy and forecasting of time series in the theory of dynamical systems

A contemporary consideration of such concepts as dimension and entropy of dynamical systems is given. Description of these characteristics includes into the analysis the other notions and properties related to complicated behavior of nonlinear systems as embedding dimension, prediction horizon etc., which are used in the paper. A question concerning the application of these ideas to real observables of the economical origin, i.e. market prices of the companies Schlumberger, Deutsche Bank, Honda, Toyota, Starbucks, BP is studied.