Complexity-based permutation entropies: from deterministic time series to white noise
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Publication:2060644
DOI10.1016/j.cnsns.2021.106077zbMath1479.94085arXiv2103.11762MaRDI QIDQ2060644
Piergiulio Tempesta, José María Amigó, Roberto Dale
Publication date: 13 December 2021
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.11762
time series analysis; numerical simulations; deterministic and random real-valued processes; discrimination of noisy time series; metric and topological permutation entropy; permutation complexity classes; permutation entropy rate for noisy processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
94A17: Measures of information, entropy