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. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3238256]