Essays about: "Kira Huselius Gylling"
Found 1 essay containing the words Kira Huselius Gylling.
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1. Quadratic sample entropy as a measure of burstiness : A study in how well Rényi entropy rate and quadratic sampleentropy can capture the presence of spikes in time-series data
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Requests to internet servers do not in general behave in a manner which can be easily modelled and forecast with typical time-series methods, but often have a significant presence of spikes in the data, a property we call “burstiness”. In this thesis we study various entropy measures and their properties for different distributions, both theoretically and via simulation, in order to better find out how these measures could be used to characterise the predictability and burstiness of time series. READ MORE
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