Non-parametric analysis of serial dependence in time series using ordinal patterns

DOI10.1016/J.CSDA.2021.107381MaRDI QIDQ2076140zbMATH OpenOpenAlexFDO

Authors Christian H. Weiß, Manuel Ruiz Marín, Karsten Keller, Mariano Matilla-García

Publication date 18 February 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2021.107381

zbMATH Keywords

non-parametric testsordinal patternsordinal time seriesreal-valued time seriesserial dependence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A non-parametric independence test using permutation entropy
• A non-parametric test for independence based on symbolic dynamics
• An Introduction to Discrete‐Valued Time Series
• Detection of non-linear structure in time series
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series
• Entropy of interval maps via permutations
• Equality of Kolmogorov-Sinai and permutation entropy for one-dimensional maps consisting of countably many monotone parts
• Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
• Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
• Permutation entropy and its main biomedical and econophysics applications: a review
• Some Limit Theorems for Stationary Processes
• Symbolic correlation integral
• Tests on asymmetry for ordered categorical variables

Cited in

(14)

• DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series
• Ordinal patterns in long‐range dependent time series
• Permutation entropy and its variants for measuring temporal dependence
• Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)
• 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
• Permutation group entropy: a new route to complexity for real-valued processes
• Statistics and contrasts of order patterns in univariate time series
• Ordinal pattern dependence and multivariate measures of dependence
• Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
• Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns
• A novel method for testing serial independence via generalized divergence
• Entropic and algebraic transcript-based tools in time series analysis

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