The following pages link to Order Patterns in Time Series (Q3505322):
Displaying 44 items.
- Permutation entropy and its main biomedical and econophysics applications: a review (Q406147) (← links)
- Permutation entropy of fractional Brownian motion and fractional Gaussian noise (Q716960) (← links)
- Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments (Q901559) (← links)
- Kolmogorov-Sinai entropy from the ordinal viewpoint (Q979112) (← links)
- Symmetry in data mining and analysis: a unifying view based on hierarchy (Q1048428) (← links)
- On the frequencies of patterns of rises and falls (Q1782889) (← links)
- Contrasting chaos with noise via local versus global information quantifiers (Q1947715) (← links)
- Local entropies as a measure of ordering in discrete maps (Q1963252) (← links)
- On the permutation entropy Bayesian estimation (Q2025513) (← links)
- Complexity-based permutation entropies: from deterministic time series to white noise (Q2060644) (← links)
- Detecting stock market turning points using wavelet leaders method (Q2072275) (← links)
- Comparative analysis of the original and amplitude permutations (Q2079049) (← links)
- Generalized ordinal patterns allowing for ties and their applications in hydrology (Q2129611) (← links)
- Characterization of time series via Rényi complexity-entropy curves (Q2150305) (← links)
- Detecting regular dynamics from time series using permutations slopes (Q2198437) (← links)
- Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy (Q2205783) (← links)
- Identifying the scale-dependent motifs in atmospheric surface layer by ordinal pattern analysis (Q2207835) (← links)
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Ordinal pattern dependence as a multivariate dependence measure (Q2237816) (← links)
- Learning and distinguishing time series dynamics via ordinal patterns transition graphs (Q2286070) (← links)
- Using extremal events to characterize noisy time series (Q2303748) (← links)
- Rejoinder to the discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence'' (Q2305028) (← links)
- Information flow during the quantum-classical transition (Q2429670) (← links)
- Quantification of fracture roughness by change probabilities and Hurst exponents (Q2676484) (← links)
- Analysis of Bivariate Coupling by Means of Recurrence (Q2847942) (← links)
- On the Order Structure of Time Projection (Q4408665) (← links)
- Multiscale ordinal network analysis of human cardiac dynamics (Q4560678) (← links)
- Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach (Q4683675) (← links)
- Estimation of dimension and order of time series (Q4863271) (← links)
- A generalized permutation entropy for noisy dynamics and random processes (Q4983654) (← links)
- ordpy: A Python package for data analysis with permutation entropy and ordinal network methods (Q5000850) (← links)
- Ordinal patterns in long‐range dependent time series (Q5152177) (← links)
- Permutation Entropy and Order Patterns in Long Time Series (Q5280124) (← links)
- THE ORDINAL STRUCTURE OF THE SIGNED SHIFT TRANSFORMATIONS (Q5305127) (← links)
- TESTING INDEPENDENCE IN TIME SERIES VIA UNIVERSAL DISTRIBUTIONS OF PERMUTATIONS AND WORDS (Q5474261) (← links)
- Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index (Q6073783) (← links)
- Permutation entropy and its variants for measuring temporal dependence (Q6075175) (← links)
- Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes (Q6176782) (← links)
- Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022) (Q6550716) (← links)
- Sign patterns symbolization and its use in improved dependence test for complex network inference (Q6550746) (← links)
- Assessing serial dependence in ordinal patterns processes using chi-squared tests with application to EEG data analysis (Q6565134) (← links)
- Non-parametric tests for serial dependence in time series based on asymptotic implementations of ordinal-pattern statistics (Q6569964) (← links)
- Statistics and contrasts of order patterns in univariate time series (Q6573485) (← links)
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence (Q6611224) (← links)
