Permutations and time series analysis

DOI10.1063/1.3238256MaRDI QIDQ5250375zbMATH OpenOpenAlexWikidataFDO

Authors Jose S. Canovas, A. Guillamón

Publication date 19 May 2015

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.3238256

Mathematics Subject Classification ID

Permutations, words, matrices (05A05) Topological entropy (37B40) Time series analysis of dynamical systems (37M10)

Recommendations

• Using permutations to detect dependence between time series
• TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS
• A non-parametric independence test using permutation entropy
• scientific article; zbMATH DE number 1165683
• Order Patterns in Time Series

Cites work

• A Kolmogorov Goodness-of-Fit Test for Discontinuous Distributions
• A non-parametric independence test using permutation entropy
• Dynamics in one dimension
• Entropy for Group Endomorphisms and Homogeneous Spaces
• Entropy of interval maps via permutations
• scientific article; zbMATH DE number 427543 (Why is no real title available?)
• Note on the Kolmogorov statistic in the discrete case
• Period Three Implies Chaos
• Topological permutation entropy

Cited in

(20)

• Comparative analysis of the original and amplitude permutations
• Partially ordered permutation complexity of coupled time series
• Using permutations to detect dependence between time series
• On entropy, entropy-like quantities, and applications
• Application of joint permutations for predicting coupled time series
• A symbolic test for testing independence between time series
• Order Patterns in Time Series
• Applying bucket random permutations to stationary sequences with long-range dependence
• scientific article; zbMATH DE number 1165683 (Why is no real title available?)
• The modified permutation entropy-based independence test of time series
• Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems
• Permutation Entropy and Order Patterns in Long Time Series
• Permuted Standardized Time Series for Steady-State Simulations
• TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS
• Classical versus fractional difference equations: the logistic case
• A new coding system to test independence of time series
• Time series independence testing using (h,)-divergence
• Utilizing symmetric Phi-divergence in serial independence testing
• Symmetric (h, )-divergence approach to serial independence testing
• A novel method for testing serial independence via generalized divergence

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