Permutations and time series analysis
Copyright policy )Permutations and time series analysis
The main aim of this paper is to show how the use of permutations can be useful in the study of time series analysis. In particular, we introduce a test for checking the independence of a time series which is based on the number of admissible permutations on it. The main improvement in our tests is that we are able to give a theoretical distribution for independent time series.
Permutations, words, matrices, Topological entropy, Models, Statistical, Time Factors, User-Computer Interface, Nonlinear Dynamics, Data Interpretation, Statistical, Computer Graphics, Time series analysis of dynamical systems, Computer Simulation, Algorithms, Statistical Distributions
Permutations, words, matrices, Topological entropy, Models, Statistical, Time Factors, User-Computer Interface, Nonlinear Dynamics, Data Interpretation, Statistical, Computer Graphics, Time series analysis of dynamical systems, Computer Simulation, Algorithms, Statistical Distributions
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).17 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!