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dc.contributor.author
Zunino, Luciano José
dc.contributor.author
Olivares Zamora, Felipe Esteban
dc.contributor.author
Scholkmann, Felix
dc.contributor.author
Rosso, Osvaldo Aníbal
dc.date.available
2018-06-19T15:39:19Z
dc.date.issued
2017-06
dc.identifier.citation
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
dc.identifier.issn
0375-9601
dc.identifier.uri
http://hdl.handle.net/11336/49268
dc.description.abstract
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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier Science
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject
Equalities
dc.subject
Permutation Entropy
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Spurious Temporal Correlations
dc.subject
Time Series Analysis
dc.subject.classification
Astronomía
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Ciencias Físicas
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CIENCIAS NATURALES Y EXACTAS
dc.title
Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2018-06-18T21:21:09Z
dc.journal.volume
381
dc.journal.number
22
dc.journal.pagination
1883-1892
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: Zunino, Luciano José. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Centro de Investigaciones Ópticas. Provincia de Buenos Aires. Gobernación. Comisión de Investigaciones Científicas. Centro de Investigaciones Ópticas. Universidad Nacional de La Plata. Centro de Investigaciones Ópticas; Argentina. Universidad Nacional de La Plata. Facultad de Ingeniería. Departamento de Ciencias Básicas; Argentina
dc.description.fil
Fil: Olivares Zamora, Felipe Esteban. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Pontificia Universidad Católica de Valparaíso; Chile
dc.description.fil
Fil: Scholkmann, Felix. Research Office for Complex Physical and Biological Systems; Suiza. Universitat Zurich; Suiza
dc.description.fil
Fil: Rosso, Osvaldo Aníbal. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad de los Andes. Facultad de Ingeniería y Ciencias Aplicadas. Complex Systems Group; Chile. Universidade Federal de Alagoas; Brasil. Instituto Tecnológico de Buenos Aires; Argentina
dc.journal.title
Physics Letters A
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.physleta.2017.03.052
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0375960117303353
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