artículo de publicación periódica.page.titleprefix
Statistical properties of the entropy from ordinal patterns

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dc.contributor.authorChagas, Eduarda T. C.
dc.contributor.authorFrery, Alejandro C.
dc.contributor.authorGambini, Juliana
dc.contributor.authorLucini, María M.
dc.contributor.authorRamos, Heitor S.
dc.contributor.authorRey, Andrea
dc.date.accessioned2023-01-11T17:44:55Z
dc.date.available2023-01-11T17:44:55Z
dc.date.issued2022
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.issn1089-7682
dc.identifier.urihttps://ri.itba.edu.ar/handle/123456789/4143
dc.language.isoen
dc.relationinfo:eu-repo/grantAgreement/CONICET/PIP/2021 11220200103040CO/AR. Ciudad Autónoma de Buenos Aires
dc.relationinfo:eu-repo/grantAgreement/FAPESP/2020/05121-4/BR. San Pablo
dc.relationinfo:eu-repo/grantAgreement/CONICET/312682/2021-2/AR. Ciudad Autónoma de Buenos Aires
dc.rightsinfo:eu-repo/semantics/altIdentifier/10.1063/5.0118706
dc.subjectENTROPIAes
dc.subjectANALISIS ESTADISTICOes
dc.titleStatistical properties of the entropy from ordinal patterns
dc.typeArtículo de Publicación Periódica
dc.typeinfo:eu-repo/semantics/publishedVersion
dspace.entity.typeArtículo de Publicación Periódica
itba.description.filiationFil: Chagas, Eduarda T. C. Universidade Federal de Minas Gerais; Brasil.
itba.description.filiationFil: Frery, Alejandro C. Victoria University of Wellington; Nueva Zelanda.
itba.description.filiationFil: Gambini, Juliana. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiationFil: Lucini, María M. Universidad Nacional de Nordeste, Corrientes; Argentina.
itba.description.filiationFil: Lucini, María M. Consejo Nacional de Investigaciones Científicas y Técnicas de Argentina; Argentina.
itba.description.filiationFil: Ramos, Heitor S. Universidade Federal de Minas Gerais; Brasil.
itba.description.filiationFil: Rey, Andrea. Universidad Tecnológica Nacional. Facultad Regional Buenos Aires; Argentina.

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