Permutation min-entropy: an improved quantifier for unveiling subtle temporal correlations

"The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained for the fractional Brownian motion stochastic model theoretically support t...

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Detalles Bibliográficos
Autores principales:	Zunino, Luciano, Olivares, Felipe, Rosso, Osvaldo A.
Formato:	Artículos de Publicaciones Periódicas acceptedVersion
Lenguaje:	Inglés
Publicado:	2021
Materias:	ANALISIS DE SERIES DE TIEMPO ENTROPIA SISTEMAS DINAMICOS
Acceso en línea:	http://ri.itba.edu.ar/handle/123456789/3454
Aporte de:	Repositorio Institucional Instituto Tecnológico de Buenos Aires (ITBA) de Instituto Tecnológico de Buenos Aires (ITBA)

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