TIME SERIES FROM THE ORDINAL VIEWPOINT

DOI10.1142/S0219493707002025MaRDI QIDQ3595339zbMATH OpenOpenAlexFDO

Authors Karsten Keller, Mathieu Sinn, Jan Emonds

Publication date 10 August 2007

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493707002025

zbMATH Keywords

time seriesmixingordinal pattern

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Time series analysis of dynamical systems (37M10) General theory of stochastic processes (60G07)

Recommendations

• Order Patterns in Time Series
• Ordinal symbolic analysis and its application to biomedical recordings
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series
• Ordinal patterns in the Duffing oscillator: analyzing powers of characterization
• Permutation Entropy and Order Patterns in Long Time Series

Cites work

• scientific article; zbMATH DE number 44579 (Why is no real title available?)
• DISTANCES OF TIME SERIES COMPONENTS BY MEANS OF SYMBOLIC DYNAMICS
• Entropy of interval maps via permutations
• Permutations and topological entropy for interval maps
• 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

(25)

• Identifying the scale-dependent motifs in atmospheric surface layer by ordinal pattern analysis
• Entropy determination based on the ordinal structure of a dynamical system
• Efficiently measuring complexity on the basis of real-world data
• Ordinal patterns in long‐range dependent time series
• Complexity measure by ordinal matrix growth modeling
• Efficient algorithms for local ranking
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series
• Distance-Based Analysis of Ordinal Data and Ordinal Time Series
• On the relation of KS entropy and permutation entropy
• Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
• Conditional entropy of ordinal patterns
• An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series
• Nonlinear time series analysis using ordinal networks with select applications in biomedical signal processing. (Abstract of thesis)
• Ordinal patterns in the Duffing oscillator: analyzing powers of characterization
• Transcripts: An algebraic approach to coupled time series
• Nonparametric Control Charts for Monitoring Serial Dependence based on Ordinal Patterns
• Ordinal symbolic analysis and its application to biomedical recordings
• Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
• Symbolic Analysis of High-Dimensional Time Series
• DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY
• Order Patterns in Time Series
• Ordinal synchronization: using ordinal patterns to capture interdependencies between time series
• Ordinal pattern-based complexity analysis of high-dimensional chaotic time series
• 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

This page was built for publication: TIME SERIES FROM THE ORDINAL VIEWPOINT

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3595339)