Sunday, February 3, 2008
Entropy rate
Entropy rate is the time density of the average information in a stochastic process. The recurrence period density entropy's goal is to determine the periodicity in the phase space of a system. Check Wikipedia to find more about it because it has a lot of applications, like financial timeseries: I'll elaborate on the application to technical analysis later.
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4 comments:
the shortest lived blog of all time, did you blow out in january...?
ps, just trying to get you riled... you had a good thing going here...
I agree with previous comments...
Possible to get in touch?
I know, isn't that the thing with blogs, try to make it as short-lived as possible?
:)
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