DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY

DOI10.1142/S0218127410027453zbMath1202.37116MaRDI QIDQ3065797

Samuel Zambrano, Miguel A. F. Sanjuán, José María Amigó

Publication date: 6 January 2011

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

permutation entropyindependence testordinal patternsBDS test

Mathematics Subject Classification ID

Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Time series analysis of dynamical systems (37M10)

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Cites Work

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• Topological permutation entropy
• Forbidden patterns and shift systems
• The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
• A test for independence based on the correlation dimension
• Entropy of interval maps via permutations