Statistical properties of the entropy from ordinal patterns

Chagas, Eduarda T. C.; Frery, Alejandro C.; Gambini, Juliana; Lucini, María M.; Ramos, Heitor S.; Rey, Andrea

Artículo de Publicación Periódica:
Statistical properties of the entropy from ordinal patterns

dc.contributor.author	Chagas, Eduarda T. C.
dc.contributor.author	Frery, Alejandro C.
dc.contributor.author	Gambini, Juliana
dc.contributor.author	Lucini, María M.
dc.contributor.author	Ramos, Heitor S.
dc.contributor.author	Rey, Andrea
dc.date.accessioned	2023-01-11T17:44:55Z
dc.date.available	2023-01-11T17:44:55Z
dc.date.issued	2022
dc.description.abstract	"The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair entropy-statistical complexity for a large class of time series models would allow statistical tests that are unavailable to date. Working in this direction, we characterize the asymptotic distribution of the empirical Shannon’s entropy for any model under which the true normalized entropy is neither zero nor one. We obtain the asymptotic distribution from the central limit theorem (assuming large time series), the multivariate delta method, and a third-order correction of its mean value. We discuss the applicability of other results (exact, first-, and second-order corrections) regarding their accuracy and numerical stability. Within a general framework for building test statistics about Shannon’s entropy, we present a bilateral test that verifies if there is enough evidence to reject the hypothesis that two signals produce ordinal patterns with the same Shannon’s entropy. We applied this bilateral test to the daily maximum temperature time series from three cities (Dublin, Edinburgh, and Miami) and obtained sensible results."
dc.identifier.issn	1089-7682
dc.identifier.uri	https://ri.itba.edu.ar/handle/123456789/4143
dc.language.iso	en
dc.relation	info:eu-repo/grantAgreement/CONICET/PIP/2021 11220200103040CO/AR. Ciudad Autónoma de Buenos Aires
dc.relation	info:eu-repo/grantAgreement/FAPESP/2020/05121-4/BR. San Pablo
dc.relation	info:eu-repo/grantAgreement/CONICET/312682/2021-2/AR. Ciudad Autónoma de Buenos Aires
dc.rights	info:eu-repo/semantics/altIdentifier/10.1063/5.0118706
dc.subject	ENTROPIA	es
dc.subject	ANALISIS ESTADISTICO	es
dc.title	Statistical properties of the entropy from ordinal patterns
dc.type	Artículo de Publicación Periódica
dc.type	info:eu-repo/semantics/publishedVersion
dspace.entity.type	Artículo de Publicación Periódica
itba.description.filiation	Fil: Chagas, Eduarda T. C. Universidade Federal de Minas Gerais; Brasil.
itba.description.filiation	Fil: Frery, Alejandro C. Victoria University of Wellington; Nueva Zelanda.
itba.description.filiation	Fil: Gambini, Juliana. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiation	Fil: Lucini, María M. Universidad Nacional de Nordeste, Corrientes; Argentina.
itba.description.filiation	Fil: Lucini, María M. Consejo Nacional de Investigaciones Científicas y Técnicas de Argentina; Argentina.
itba.description.filiation	Fil: Ramos, Heitor S. Universidade Federal de Minas Gerais; Brasil.
itba.description.filiation	Fil: Rey, Andrea. Universidad Tecnológica Nacional. Facultad Regional Buenos Aires; Argentina.