About: Finding Chaos in Finnish GDP

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://www.ijac.net/EN/10.1007/s11633-014-0785-6
Description	The goal of this paper is to analyze the Finnish gross domestic product (GDP) and to find chaos in the Finnish GDP. We chose Finland where data has been available since 1975, because we needed the longest time series possible. At first we estimated the time delay and the embedding dimension, which is needed for the Lyapunov exponent estimation and for the phase space reconstruction. Subsequently, we computed the largest Lyapunov exponent, which is one of the important indicators of chaos. Then we calculated the 0-1 test for chaos. Finally we computed 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 executed a recurrent analysis and displayed recurrence plots of detrended GDP time series. The results indicated that chaotic behaviors obviously exist in GDP. The goal of this paper is to analyze the Finnish gross domestic product (GDP) and to find chaos in the Finnish GDP. We chose Finland where data has been available since 1975, because we needed the longest time series possible. At first we estimated the time delay and the embedding dimension, which is needed for the Lyapunov exponent estimation and for the phase space reconstruction. Subsequently, we computed the largest Lyapunov exponent, which is one of the important indicators of chaos. Then we calculated the 0-1 test for chaos. Finally we computed 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 executed a recurrent analysis and displayed recurrence plots of detrended GDP time series. The results indicated that chaotic behaviors obviously exist in GDP. (en)
Title	Finding Chaos in Finnish GDP Finding Chaos in Finnish GDP (en)
skos:prefLabel	Finding Chaos in Finnish GDP Finding Chaos in Finnish GDP (en)
skos:notation	RIV/68407700:21230/14:00223466!RIV15-MSM-21230___
http://linked.open...avai/riv/aktivita	I
http://linked.open...avai/riv/aktivity	I
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Kříž, Radko
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	České vysoké učení technické v Praze / Fakulta elektrotechnická
http://linked.open...dnocenehoVysledku	16853
http://linked.open...ai/riv/idVysledku	RIV/68407700:21230/14:00223466
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Chaos theory; Gross domestic product; GDP; Time series analysis; Phase space reconstruction; Hurst exponent; Largest Lyapunov exponent; Recurrent analysis (en)
http://linked.open.../riv/klicoveSlovo	Hurst exponent Chaos theory GDP Gross domestic product Phase space reconstruction Time series analysis Largest Lyapunov exponent Recurrent analysis
http://linked.open...odStatuVydavatele	CN - Čínská lidová republika
http://linked.open...ontrolniKodProRIV	[EDD50F4AE3E2]
http://linked.open...i/riv/nazevZdroje	International Journal of Automation and Computing
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	11
http://linked.open...iv/tvurceVysledku	Kříž, Radko
issn	1476-8186
number of pages	10 (xsd:int)
http://bibframe.org/vocab/doi	10.1007/s11633-014-0785-6
http://localhost/t...ganizacniJednotka	21230

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