4.2 Article

USING PERMUTATIONS TO FIND STRUCTURAL CHANGES IN TIME SERIES

Journal

FLUCTUATION AND NOISE LETTERS
Volume 10, Issue 1, Pages 13-30

Publisher

WORLD SCIENTIFIC PUBL CO PTE LTD
DOI: 10.1142/S0219477511000375

Keywords

Time series; permutations; entropy; structural changes

Funding

  1. MCI (Ministerio de Ciencia e Innovacion) [MTM2008-03679/MTM]
  2. FEDER (Fondo Europeo de Desarrollo Regional) [MTM2008-03679/MTM]
  3. Fundacion Seneca, CARM [08667/PI/08]
  4. Ministerio de Ciencia e Innovacion [ENE2010-20495-C02-02]

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The number of permutations appearing in data series is used for detecting changes in the structure of such series. We show the influence of the permutations length (embedding dimension) in order to get good results. We use permutations to analyze real data from medical and biological origins. Some problems that appear in applying these techniques are pointed out.

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