期刊
PHYSICS LETTERS A
卷 381, 期 22, 页码 1883-1892出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.physleta.2017.03.052
关键词
Time series analysis; Permutation entropy; Equalities; Spurious temporal correlations
资金
- Consejo Nacional de Investigaciones Cientfficas y Tecnicas (CONICET), Argentina
- Pontificia Universidad Catolica de Valparaiso
A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. (C) 2017 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据