کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10482268 933320 2005 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Ordinal analysis of time series
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Ordinal analysis of time series
چکیده انگلیسی
In order to develop fast and robust methods for extracting qualitative information from non-linear time series, Bandt and Pompe have proposed to consider time series from the pure ordinal viewpoint. On the basis of counting ordinal patterns, which describe the up-and-down in a time series, they have introduced the concept of permutation entropy for quantifying the complexity of a system behind a time series. The permutation entropy only provides one detail of the ordinal structure of a time series. Here we present a method for extracting the whole ordinal information.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 356, Issue 1, 1 October 2005, Pages 114-120
نویسندگان
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