what is a measure or definition for complex time series. When is a time series considered to be normal and when it is considered to be a complex?
A lot of researcher saying they predicting/analayzing complex time series. However, I am asking me what is the property that makes a time series a complex one.
Most of the times one refers to a complex time-series to indicate that this is not, for example, a predictable periodic time-series or a sequence of repeating patterns with fixed seasonality.
Complex time-series would be those coming e.g. from real-world measurements, and can be non-stationary, very noisy, have different and dynamic behaviors and seasonality, contain outliers and missing values, and so on.
