Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions
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...
| Autores principales: | , , , |
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| Formato: | Articulo Preprint |
| Lenguaje: | Inglés |
| Publicado: |
2017
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/125186 |
| Aporte de: |
| id |
I19-R120-10915-125186 |
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| record_format |
dspace |
| institution |
Universidad Nacional de La Plata |
| institution_str |
I-19 |
| repository_str |
R-120 |
| collection |
SEDICI (UNLP) |
| language |
Inglés |
| topic |
Física Time series analysis Permutation entropy Equalities Spurious temporal correlations |
| spellingShingle |
Física Time series analysis Permutation entropy Equalities Spurious temporal correlations Zunino, Luciano José Olivares, Felipe Scholkmann, Felix Rosso, Osvaldo A. Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| topic_facet |
Física Time series analysis Permutation entropy Equalities Spurious temporal correlations |
| description |
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. |
| format |
Articulo Preprint |
| author |
Zunino, Luciano José Olivares, Felipe Scholkmann, Felix Rosso, Osvaldo A. |
| author_facet |
Zunino, Luciano José Olivares, Felipe Scholkmann, Felix Rosso, Osvaldo A. |
| author_sort |
Zunino, Luciano José |
| title |
Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| title_short |
Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| title_full |
Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| title_fullStr |
Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| title_full_unstemmed |
Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| title_sort |
permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions |
| publishDate |
2017 |
| url |
http://sedici.unlp.edu.ar/handle/10915/125186 |
| work_keys_str_mv |
AT zuninolucianojose permutationentropybasedtimeseriesanalysisequalitiesintheinputsignalcanleadtofalseconclusions AT olivaresfelipe permutationentropybasedtimeseriesanalysisequalitiesintheinputsignalcanleadtofalseconclusions AT scholkmannfelix permutationentropybasedtimeseriesanalysisequalitiesintheinputsignalcanleadtofalseconclusions AT rossoosvaldoa permutationentropybasedtimeseriesanalysisequalitiesintheinputsignalcanleadtofalseconclusions |
| bdutipo_str |
Repositorios |
| _version_ |
1764820451352117249 |