On extracting probability distribution information from time series (Q406173)
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scientific article; zbMATH DE number 6341043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On extracting probability distribution information from time series |
scientific article; zbMATH DE number 6341043 |
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On extracting probability distribution information from time series (English)
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8 September 2014
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Summary: Time series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this ``extraction'' problem, we consider two popular approaches that we identify as histograms and Bandt-Pompe. We use an information-theoretic method to objectively compare the information content of the concomitant PDFs.
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Bandt-Pompe
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histograms
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time series
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0.87271786
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0.8491539
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0.8488757
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