Artículo
Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
Fecha de publicación:
06/2017
Editorial:
Elsevier Science
Revista:
Physics Letters A
ISSN:
0375-9601
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
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.
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Articulos(CIOP)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Articulos de CENTRO DE INVEST.OPTICAS (I)
Citación
Zunino, Luciano José; Olivares Zamora, Felipe Esteban; Scholkmann, Felix; Rosso, Osvaldo Aníbal; Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions; Elsevier Science; Physics Letters A; 381; 22; 6-2017; 1883-1892
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