Artículo
Permutation Jensen-Shannon distance: A versatile and fast symbolic tool for complex time-series analysis
Fecha de publicación:
04/2022
Editorial:
American Physical Society
Revista:
Physical Review E
ISSN:
2470-0045
e-ISSN:
2470-0053
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
The main motivation of this paper is to introduce the permutation Jensen-Shannon distance, a symbolic tool able to quantify the degree of similarity between two arbitrary time series. This quantifier results from the fusion of two concepts, the Jensen-Shannon divergence and the encoding scheme based on the sequential ordering of the elements in the data series. The versatility and robustness of this ordinal symbolic distance for characterizing and discriminating different dynamics are illustrated through several numerical and experimental applications. Results obtained allow us to be optimistic about its usefulness in the field of complex time-series analysis. Moreover, thanks to its simplicity, low computational cost, wide applicability, and less susceptibility to outliers and artifacts, this ordinal measure can efficiently handle large amounts of data and help to tackle the current big data challenges.
Palabras clave:
complexity
,
non linear dynamics
,
computational cost
,
Jensen-Shannon
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Colecciones
Articulos(CIOP)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos(IFLP)
Articulos de INST.DE FISICA LA PLATA
Articulos de INST.DE FISICA LA PLATA
Citación
Zunino, Luciano José; Olivares, Felipe; Ribeiro, Haroldo V.; Rosso, Osvaldo Aníbal; Permutation Jensen-Shannon distance: A versatile and fast symbolic tool for complex time-series analysis; American Physical Society; Physical Review E; 105; 4; 4-2022; 1-21
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