Detection of time reversibility in time series by ordinal patterns analysis
نویسندگان
چکیده
منابع مشابه
a time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
Ordinal time series analysis
We discuss robust methods of time series analysis which use only comparisons of values and not their actual size. Local and global order structure are defined as matrices or by rank numbers. Local ranks, autocorrelation by Kendall’s tau, and permutation entropy as complexity measure are introduced in such a way that they contain a scale parameter which allows to study time series on different s...
متن کاملOrdinal Analysis of Time Series
In order to develop fast and robust methods for extracting qualitative information from non-linear time series, Bandt and Pompe have proposed to consider time series from the pure ordinal viewpoint. On the base of counting ordinal patterns, which describe the up-and-down in a time series, they have introduced the concept of permutation entropy for quantifying the complexity of a system behind a...
متن کاملOrdinal analysis of EEG time series
Ordinal time series analysis is a new approach to the qualitative investigation of long and complex time series. The idea behind it is to transform a given time series into a series of ordinal patterns each describing the order relations between the present and a fixed number of equidistant past values at a given time. Here we consider ordinal pattern distributions and some measures derived fro...
متن کاملOn Time Reversibility of Linear Time Series
In this paper we suggest a procedure for testing reversibility of time series. Our approach is based on a necessary and sufficient condition for time reversibility of linear models. An attractive feature of the procedure is that in converse with other approaches it doesn’t require important assumptions, especially existence of moments of order higher than two. Our simulation confirms the proced...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Chaos: An Interdisciplinary Journal of Nonlinear Science
سال: 2018
ISSN: 1054-1500,1089-7682
DOI: 10.1063/1.5055855