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dyncomp: an R package for Estimating the Complexity of Short Time Series

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  • Kaiser, Tim

    (University of Greifswald)

Abstract

As non-linear time series analysis becomes more and more wide-spread, measures that can be applied to short time series with relatively low temporal resolution are in demand. The author introduces a complexity parameter for time series based on fluctuation and distribution of values, as well as its R implementation. This parameter is validated with a known chaotic dynamic system. It is shown that the parameter’s validity approaches or even surpasses that of most similar measures. In another step of validation, data from time series of daily ratings of anxiety and depression symptoms is used to show the utility of the proposed measure.

Suggested Citation

  • Kaiser, Tim, 2017. "dyncomp: an R package for Estimating the Complexity of Short Time Series," OSF Preprints azc74, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:azc74
    DOI: 10.31219/osf.io/azc74
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