Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach

"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...

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Detalles Bibliográficos
Autores principales: Traversaro Varela, Francisco, Redelico, Francisco, Risk, Marcelo, Frery, Alejandro C., Rosso, Osvaldo A.
Formato: Artículos de Publicaciones Periódicas publishedVersion
Lenguaje:Inglés
Publicado: 2020
Materias:
ANALISIS DE SERIES DE TIEMPO
ENTROPIA
TEORIA DE LA INFORMACION
Acceso en línea:http://ri.itba.edu.ar/handle/123456789/2219
Aporte de:
Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA) de Instituto Tecnológico de Buenos Aires (ITBA)
id I32-R138-123456789-2219
record_format dspace
spelling I32-R138-123456789-22192022-12-07T13:06:39Z Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach Traversaro Varela, Francisco Redelico, Francisco Risk, Marcelo Frery, Alejandro C. Rosso, Osvaldo A. ANALISIS DE SERIES DE TIEMPO ENTROPIA TEORIA DE LA INFORMACION "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." 2020-06-24T17:05:43Z 2020-06-24T17:05:43Z 2018-07 Artículos de Publicaciones Periódicas info:eu-repo/semantics/publishedVersion 1054-1500 http://ri.itba.edu.ar/handle/123456789/2219 en info:eu-repo/semantics/reference/doi/10.1063/1.5022021 https://creativecommons.org/licenses/by-nc-sa/2.5/ar/ application/pdf
institution Instituto Tecnológico de Buenos Aires (ITBA)
institution_str I-32
repository_str R-138
collection Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA)
language Inglés
topic ANALISIS DE SERIES DE TIEMPO
ENTROPIA
TEORIA DE LA INFORMACION
spellingShingle ANALISIS DE SERIES DE TIEMPO
ENTROPIA
TEORIA DE LA INFORMACION
Traversaro Varela, Francisco
Redelico, Francisco
Risk, Marcelo
Frery, Alejandro C.
Rosso, Osvaldo A.
Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
topic_facet ANALISIS DE SERIES DE TIEMPO
ENTROPIA
TEORIA DE LA INFORMACION
description "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."
format Artículos de Publicaciones Periódicas
publishedVersion
author Traversaro Varela, Francisco
Redelico, Francisco
Risk, Marcelo
Frery, Alejandro C.
Rosso, Osvaldo A.
author_facet Traversaro Varela, Francisco
Redelico, Francisco
Risk, Marcelo
Frery, Alejandro C.
Rosso, Osvaldo A.
author_sort Traversaro Varela, Francisco
title Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
title_short Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
title_full Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
title_fullStr Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
title_full_unstemmed Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach
title_sort bandt-pompe symbolization dynamics for time series with tied values: a data-driven approach
publishDate 2020
url http://ri.itba.edu.ar/handle/123456789/2219
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