Application of joint permutations for predicting coupled time series

DOI10.1063/1.4824313MaRDI QIDQ2787880zbMATH OpenOpenAlexWikidataFDO

Authors Eduardo Paucar Bravo, Kazuyuki Aihara, Yoshito Hirata

Publication date 4 March 2016

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4824313

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A two-dimensional mapping with a strange attractor
• Describing high-dimensional dynamics with low-dimensional piecewise affine models: Applications to renewable energy
• Guidelines for the construction of a generating partition in the standard map
• Nonlinear Time Series Analysis
• Statistical tests for serial dependence and laminarity on recurrence plots
• The equality of Kolmogorov-Sinai entropy and metric permutation entropy generalized
• The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
• Transcripts: An algebraic approach to coupled time series
• Wind direction modelling using multiple observation points
• Wind speed forecasting by wavelet neural networks: a comparative study

Cited in

(3)

• Partially ordered permutation complexity of coupled time series
• Approximating high-dimensional dynamics by barycentric coordinates with linear programming
• Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems

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