Order Patterns in Time Series
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 1447423 (Why is no real title available?)
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- Applications of the Brauer complex: card shuffling, permutation statistics, and dynamical systems
- Entropy of interval maps via permutations
- Kendall's tau for serial dependence
- Optimal tests for autoregressive models based on autoregression rank scores
- Rank-Based Autoregressive Order Identification
- Symbolic Analysis of High-Dimensional Time Series
- The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
Cited in
(49)- Generalized entropy and multifractality of time-series: Relationship between order and intermittency
- Local entropies as a measure of ordering in discrete maps
- Identifying the scale-dependent motifs in atmospheric surface layer by ordinal pattern analysis
- A generalized permutation entropy for noisy dynamics and random processes
- Permutation entropy and its main biomedical and econophysics applications: a review
- Permutations and time series analysis
- Detecting regular dynamics from time series using permutations slopes
- On the Order Structure of Time Projection
- Ordinal patterns in long‐range dependent time series
- Permutation Entropy and Order Patterns in Long Time Series
- Rejoinder to the discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence
- The ordinal structure of the signed shift transformations
- TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS
- Kolmogorov-Sinai entropy from the ordinal viewpoint
- Symmetry in data mining and analysis: a unifying view based on hierarchy
- Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes
- Permutation entropy and its variants for measuring temporal dependence
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Permutation entropy of fractional Brownian motion and fractional Gaussian noise
- Ordinal pattern dependence as a multivariate dependence measure
- Confidence intervals and hypothesis testing for the permutation entropy with an application to epilepsy
- Complexity-based permutation entropies: from deterministic time series to white noise
- Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
- Learning and distinguishing time series dynamics via ordinal patterns transition graphs
- Analysis of bivariate coupling by means of recurrence
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
- On the permutation entropy Bayesian estimation
- Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index
- Contrasting chaos with noise via local versus global information quantifiers
- Ordinal patterns in the Duffing oscillator: analyzing powers of characterization
- Information flow during the quantum-classical transition
- On the frequencies of patterns of rises and falls
- scientific article; zbMATH DE number 841115 (Why is no real title available?)
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
- Limit theorems for the symbolic correlation integral and the Rényi-2 entropy under short-range dependence
- ordpy: a Python package for data analysis with permutation entropy and ordinal network methods
- Quantification of fracture roughness by change probabilities and Hurst exponents
- Multiscale ordinal network analysis of human cardiac dynamics
- TIME SERIES FROM THE ORDINAL VIEWPOINT
- Detecting stock market turning points using wavelet leaders method
- Comparative analysis of the original and amplitude permutations
- Characterization of time series via Rényi complexity-entropy curves
- Order patterns, their variation and change points in financial time series and Brownian motion
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
- Sign patterns symbolization and its use in improved dependence test for complex network inference
- Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis
- Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics
- Statistics and contrasts of order patterns in univariate time series
- Using extremal events to characterize noisy time series
This page was built for publication: Order Patterns in Time Series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3505322)
