Artículo
Using missing ordinal patterns to detect nonlinearity in time series data
Fecha de publicación:
08/2017
Editorial:
American Physical Society
Revista:
Physical Review E
ISSN:
2470-0053
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
The number of missing ordinal patterns (NMP) is the number of ordinal patterns that do not appear in a series after it has been symbolized using the Bandt and Pompe methodology. In this paper, the NMP is demonstrated as a test for nonlinearity using a surrogate framework in order to see if the NMP for a series is statistically different from the NMP of iterative amplitude adjusted Fourier transform (IAAFT) surrogates. It is found that the NMP works well as a test statistic for nonlinearity, even in the cases of very short time series. Both model and experimental time series are used to demonstrate the efficacy of the NMP as a test for nonlinearity.
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Articulos(CIOP)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Citación
Kulp, Christopher W.; Zunino, Luciano José; Osborne, Thomas; Zawadzki, Brianna; Using missing ordinal patterns to detect nonlinearity in time series data; American Physical Society; Physical Review E; 96; 2; 8-2017; 1-10; 022218
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