Permutations and time series analysis

DOI10.1063/1.3238256zbMATH Open1311.37063OpenAlexW1986796175WikidataQ44771926 ScholiaQ44771926MaRDI QIDQ5250375FDOQ5250375

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

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Mathematics Subject Classification ID

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

Cites Work

• A non-parametric independence test using permutation entropy
• Period Three Implies Chaos
• Entropy of interval maps via permutations
• Entropy for Group Endomorphisms and Homogeneous Spaces
• Dynamics in one dimension
• Title not available (Why is that?)
• Topological permutation entropy
• Note on the Kolmogorov statistic in the discrete case
• A Kolmogorov Goodness-of-Fit Test for Discontinuous Distributions

Cited In (15)

• The modified permutation entropy-based independence test of time series
• On entropy, entropy-like quantities, and applications
• Partially ordered permutation complexity of coupled time series
• Permutation Entropy and Order Patterns in Long Time Series
• A symbolic test for testing independence between time series
• TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS
• Application of joint permutations for predicting coupled time series
• Permuted Standardized Time Series for Steady-State Simulations
• Using permutations to detect dependence between time series
• Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems
• Classical versus fractional difference equations: the logistic case
• Order Patterns in Time Series
• Applying bucket random permutations to stationary sequences with long-range dependence
• Comparative analysis of the original and amplitude permutations
• A new coding system to test independence of time series

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