Detecting nonlinearity in short and noisy time series using the permutation entropy

DOI10.1016/j.physleta.2017.09.032zbMath1375.94090OpenAlexW2755742170MaRDI QIDQ1681629

Christopher W. Kulp, Luciano Zunino

Publication date: 24 November 2017

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2017.09.032

zbMATH Keywords

nonlinearitytime series analysispermutation entropysurrogate method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

Related Items

Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation, Permutation entropy: influence of amplitude information on time series classification performance

Uses Software

• PETROPY

Cites Work

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