ordinalpattern (Q5983241)
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Tests Based on Ordinal Patterns
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ordinalpattern |
Tests Based on Ordinal Patterns |
Statements
Ordinal patterns describe the dynamics of a time series by looking at the ranks of subsequent observations. By comparing ordinal patterns of two times series, Schnurr (2014) <doi:10.1007/s00362-013-0536-8> defines a robust and non-parametric dependence measure: the ordinal pattern coefficient. Functions to calculate this and a method to detect a change in the pattern coefficient proposed in Schnurr and Dehling (2017) <doi:10.1080/01621459.2016.1164706> are provided.
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9 August 2023
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