Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7374881 | Physica A: Statistical Mechanics and its Applications | 2018 | 22 Pages |
Abstract
Entropy can be taken as a measure of the complex dynamical behavior. In this paper, we consider different entropy functions and the permutation symbolic dynamics and we apply them to find structural changes in time series. We analyze what entropy functions are more suitable to show changes in simulated time series where the structural changes are know. Applications to seismic real data and economic data series are shown to illustrate how this type of tools can be used.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
J.S. Cánovas, G. GarcÃa-Clemente, M. Muñoz-Guillermo,