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 | Dimensione | Formato | |
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