Artículo
Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach
Traversaro Varela, Francisco
; Redelico, Francisco Oscar
; Risk, Marcelo
; Frery, Alejandro César; Rosso, Osvaldo Aníbal
Fecha de publicación:
07/2018
Editorial:
American Institute of Physics
Revista:
Chaos
ISSN:
1054-1500
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers.
Palabras clave:
TIME SERIES ANALYSIS
,
TIED VALUES
,
BANDT-POMPE PDF
,
DATA-DRIVEN APPROACH
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Articulos(SEDE CENTRAL)
Articulos de SEDE CENTRAL
Articulos de SEDE CENTRAL
Citación
Traversaro Varela, Francisco; Redelico, Francisco Oscar; Risk, Marcelo; Frery, Alejandro César; Rosso, Osvaldo Aníbal; Bandt-Pompe symbolization dynamics for time series with tied values: A data-driven approach; American Institute of Physics; Chaos; 28; 7; 7-2018; 1-14; 075502
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