Learning and distinguishing time series dynamics via ordinal patterns transition graphs

DOI10.1016/j.amc.2019.06.068zbMath1433.37073OpenAlexW2961529324WikidataQ127483028 ScholiaQ127483028MaRDI QIDQ2286070

Alejandro C. Frery, Raquel A. F. Mini, Antonio A. F. Loureiro, João B. Borges, Heitor S. Ramos, Osvaldo A. Rosso

Publication date: 9 January 2020

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2019.06.068

zbMATH Keywords

chaosrandomnesstime series classificationBandt-Pompe transformationtime series characterizationtime series dynamics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of graph theory (05C90) Pattern recognition, speech recognition (68T10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Statistical aspects of information-theoretic topics (62B10)

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