DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY

DOI10.1142/S0218127410027453MaRDI QIDQ3065797zbMATH OpenFDO

Authors Samuel Zambrano, José M. Amigó, Miguel A. F. Sanjuán

Publication date 6 January 2011

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

zbMATH Keywords

independence testpermutation entropyordinal patternsBDS test

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35)

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Cites work

• scientific article; zbMATH DE number 1866304 (Why is no real title available?)
• A test for independence based on the correlation dimension
• Entropy of interval maps via permutations
• Forbidden patterns and shift systems
• The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
• Topological permutation entropy

Cited in

(15)

• On entropy, entropy-like quantities, and applications
• Dimensional reduction of conditional algebraic multi-information via transcripts
• An improved framework for the dynamic likelihood filtering approach to data assimilation
• Ordinal patterns in long‐range dependent time series
• A look into chaos detection through topological data analysis
• Allowed patterns of symmetric tent maps via commuter functions
• Pattern Detection in Intensive Care Monitoring Time Series with Autoregressive Models: Influence of the Model Order
• Describing high-dimensional dynamics with low-dimensional piecewise affine models: Applications to renewable energy
• Persistence of Weighted Ordinal Partition Networks for Dynamic State Detection
• On the detection of determinism in a time series
• Ordinal symbolic analysis and its application to biomedical recordings
• Statistical analysis of symbolic dynamics in weakly coupled chaotic oscillators
• The delay vector variance method for detecting determinism and nonlinearity in time series
• Characterization of the allowed patterns of signed shifts
• Discriminating chaotic and stochastic dynamics through the permutation spectrum test

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