In the paper “Information Geometry of a regime-switching model with time-varying parameters”, we discussed the possibility to use tools derived from Information Geometry in order to analyze dynamical systems in which the motion randomly switches between two regimes using Markovian transitions. We proved that, in order to understand when an change can appear, the network properties of the system are important because they accelerate the diffusion of the information. In this note we recall the most important results obtained announcing some possible applications to detect the regime-switching in real phenomena.

Note added to "information geometry of a regime-switching model with time-varying parameters"

DE SANCTIS, Angela Anna
2011-01-01

Abstract

In the paper “Information Geometry of a regime-switching model with time-varying parameters”, we discussed the possibility to use tools derived from Information Geometry in order to analyze dynamical systems in which the motion randomly switches between two regimes using Markovian transitions. We proved that, in order to understand when an change can appear, the network properties of the system are important because they accelerate the diffusion of the information. In this note we recall the most important results obtained announcing some possible applications to detect the regime-switching in real phenomena.
File in questo prodotto:
File Dimensione Formato  
Abstract_note added.doc

accesso aperto

Tipologia: Abstract
Dimensione 20 kB
Formato Microsoft Word
20 kB Microsoft Word Visualizza/Apri
Note added.pdf

accesso aperto

Tipologia: Abstract
Dimensione 116.64 kB
Formato Adobe PDF
116.64 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11564/312883
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? ND
social impact