TIME SERIES FROM THE ORDINAL VIEWPOINT

DOI10.1142/S0219493707002025zbMath1125.37059OpenAlexW2108131557MaRDI QIDQ3595339

Mathieu Sinn, Jan Emonds, Karsten Keller

Publication date: 10 August 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493707002025

zbMATH Keywords

time seriesmixingordinal pattern

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) General theory of stochastic processes (60G07) Time series analysis of dynamical systems (37M10)

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Cites Work

• The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems
• Symbolic Analysis of High-Dimensional Time Series
• Permutations and topological entropy for interval maps
• DISTANCES OF TIME SERIES COMPONENTS BY MEANS OF SYMBOLIC DYNAMICS
• Entropy of interval maps via permutations
• Unnamed Item