Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions

Zunino, Luciano; Olivares, Felipe; Scholkmann, Felix; Rosso, Osvaldo A.

Artículo de Publicación Periódica:
Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions

dc.contributor.author	Zunino, Luciano
dc.contributor.author	Olivares, Felipe
dc.contributor.author	Scholkmann, Felix
dc.contributor.author	Rosso, Osvaldo A.
dc.date.accessioned	2019-09-25T19:22:45Z
dc.date.available	2019-09-25T19:22:45Z
dc.date.issued	2017-06
dc.description.abstract	"A symbolic encoding scheme, based on the ordinal relation between the amplitude of neighboring values of a given data sequence, should be implemented before estimating the permutation entropy. Consequently, equalities in the analyzed signal, i.e. repeated equal values, deserve special attention and treatment. In this work, we carefully study the effect that the presence of equalities has on permutation entropy estimated values when these ties are symbolized, as it is commonly done, according to their order of appearance. On the one hand, the analysis of computer-generated time series is initially developed to understand the incidence of repeated values on permutation entropy estimations in controlled scenarios. The presence of temporal correlations is erroneously concluded when true pseudorandom time series with low amplitude resolutions are considered. On the other hand, the analysis of real-world data is included to illustrate how the presence of a significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts."	en
dc.identifier.issn	0375-9601
dc.identifier.uri	http://ri.itba.edu.ar/handle/123456789/1766
dc.language.iso	en	en
dc.relation	info:eu-repo/semantics/altIdentifier/doi/10.1016/j.physleta.2017.03.052
dc.relation	info:eu-repo/grantAgreement/CONICET/AR. Cuidad Autónoma de Buenos Aires
dc.subject	ANALISIS DE SERIES DE TIEMPO	es
dc.subject	ENTROPIA	es
dc.subject	ANALISIS DE FALLAS	es
dc.subject	DISEÑO EXPERIMENTAL	es
dc.title	Permutation entropy based time series analysis: equalities in the input signal can lead to false conclusions	en
dc.type	Artículos de Publicaciones Periódicas	es
dc.type	info:eu-repo/semantics/acceptedVersion
dspace.entity.type	Artículo de Publicación Periódica
itba.description.filiation	Fil: Zunino, Luciano. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiation	Fil: Zunino, Luciano. Facultad de Ingeniería. Universidad Nacional de La Plata; Argentina.
itba.description.filiation	Fil: Olivares, Felipe. Pontificia Universidad Católica de Valparaíso; Chile.
itba.description.filiation	Fil: Scholkmann, Felix. Research Office for Complex Physical and Biological Systems; Suiza.
itba.description.filiation	Fil: Scholkmann, Felix. Universität Zürich; Suiza.
itba.description.filiation	Fil: Rosso, Osvaldo A. Universidade Federal de Alagoas; Brasil.
itba.description.filiation	Fil: Rosso, Osvaldo A. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiation	Fil: Rosso, Osvaldo A. Universidad de los Andes; Chile.