TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS

DOI10.1142/S0218127405012788MaRDI QIDQ5474261zbMATH OpenFDO

Authors Camillo Cammarota, Enrico Rogora

Publication date 23 June 2006

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

Full work available at URL https://doi.org/10.1142/S0218127405012788

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Permutations and time series analysis
• Order Patterns in Time Series
• Using permutations to detect dependence between time series
• A non-parametric independence test using permutation entropy
• The difference-sign runs length distribution in testing for serial independence

Cites work

• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• Symbolic Analysis of High-Dimensional Time Series
• Symbolic dynamics and complexity in a physiological time series

Cited in

(3)

• Time reversal, symbolic series and irreversibility of human heartbeat
• Permutations and time series analysis
• Universal codes as a basis for time series testing

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