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Description
  • The goal of this paper is to analyze the Czech Gross domestic product (GDP) and to find chaos in the Czech GDP. At first we will estimate the time delay and the embedding dimension, which is needed for the Lyapunov exponent estimation and for the phase space reconstruction. Subsequently we will compute the largest Lyapunov exponent, which is one of the important indicators of chaos. Then we will calculate the 0-1 test for chaos. Finally we will compute the Hurst exponent by Rescaled Range analysis and by dispersional analysis. The Hurst exponent is a numerical estimate of the predictability of a time series. In the end we will display a phase portrait of detrended GDP time series. The results indicated that chaotic behaviors obviously exist in GDP.
  • The goal of this paper is to analyze the Czech Gross domestic product (GDP) and to find chaos in the Czech GDP. At first we will estimate the time delay and the embedding dimension, which is needed for the Lyapunov exponent estimation and for the phase space reconstruction. Subsequently we will compute the largest Lyapunov exponent, which is one of the important indicators of chaos. Then we will calculate the 0-1 test for chaos. Finally we will compute the Hurst exponent by Rescaled Range analysis and by dispersional analysis. The Hurst exponent is a numerical estimate of the predictability of a time series. In the end we will display a phase portrait of detrended GDP time series. The results indicated that chaotic behaviors obviously exist in GDP. (en)
Title
  • Chaotic Analysis of the GDP Time Series
  • Chaotic Analysis of the GDP Time Series (en)
skos:prefLabel
  • Chaotic Analysis of the GDP Time Series
  • Chaotic Analysis of the GDP Time Series (en)
skos:notation
  • RIV/00216275:25410/13:39896597!RIV14-MSM-25410___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I
http://linked.open...iv/cisloPeriodika
  • 2013
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 64997
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/13:39896597
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • time series analysis; Phase Space Reconstruction; largest Lyapunov exponent; Hurst exponent; GDP; chaos theory (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [21BB6A286A3D]
http://linked.open...i/riv/nazevZdroje
  • Advances in Intelligent Systems and Computing
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 210
http://linked.open...iv/tvurceVysledku
  • Kříž, Radko
issn
  • 2194-5357
number of pages
http://bibframe.org/vocab/doi
  • 10.1007/978-3-319-00542-3_36
http://localhost/t...ganizacniJednotka
  • 25410
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