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 Contemporary Materials 2016 - Савремени Материјали - confOrganiser.com

Contemporary Materials 2016 - Савремени Материјали

September 4 - 5, 2016.

CORRELATION ANALYSIS OF FORCE PARAMETERS ASSIGNED TO TIME SERIES DATA

Author(s):
1. Dragana Malivuk Gak, Prirodno-matematički fakultet Banja Luka, Republic of Srpska, Bosnia and Herzegovina
2. Zoran Rajilic, Republic of Srpska, Bosnia and Herzegovina


Abstract:
In a complex system, determinism without chaos, determinism with chaos, and stochasticity are intertwined, making the behavior of such a system difficult to predict. In this model, time series data are linked to time-dependent force parameters using Newton's second law. The correlations between these force parameters are calculated, and a correlation matrix is created. The values of the determinants of the correlation matrix are then computed. The relationship between the determinant values and the prediction of the behavior of the complex system is considered. This type of rough forecasting model can be valuable for studying earthquakes, movements in stock markets and stock indices, as well as predicting fluctuations in daily and monthly temperatures.

Key words:
Newton's second law,correlation matrix,complex systems

Date of abstract submission:
27.06.2024.

Conference:
Contemporary Materials 2024 - Savremeni Materijali

Applied paper from author

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