Artículo

On extracting probability distribution information from time series

Kowalski, Andres Mauricio; Martín, María TeresaIcon ; Plastino, Angelo; Judge, George
Fecha de publicación: 09/2012
Editorial: Molecular Diversity Preservation International
Revista: Entropy
ISSN: 1099-4300
Idioma: Inglés
Tipo de recurso: Artículo publicado
Clasificación temática:

Resumen

Time-series (TS) are employed in a variety of academic disciplines. In this paper we focus on extracting probability density functions (PDFs) from TS to gain an insight into the underlying dynamic processes. On discussing this "extraction" problem, we consider two popular approaches that we identify as histograms and Bandt-Pompe. We use an information-theoretic method to objectively compare the information content of the concomitant PDFs. © 2012 by the authors.
Palabras clave: Bandt-Pompe , Histograms , Time-Series
 
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info:eu-repo/semantics/openAccess Excepto donde se diga explícitamente, este item se publica bajo la siguiente descripción: Creative Commons Attribution-NonCommercial-ShareAlike 2.5 Unported (CC BY-NC-SA 2.5)
Identificadores
URI: http://hdl.handle.net/11336/74567
DOI: http://dx.doi.org/10.3390/e14101829
URL: https://www.mdpi.com/1099-4300/14/10/1829
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Citación
Kowalski, Andres Mauricio; Martín, María Teresa; Plastino, Angelo; Judge, George; On extracting probability distribution information from time series; Molecular Diversity Preservation International; Entropy; 14; 10; 9-2012; 1829-1841
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