Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach

Traversaro Varela, Francisco; Redelico, Francisco; Risk, Marcelo; Frery, Alejandro C.; Rosso, Osvaldo A.

Artículo de Publicación Periódica:
Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach

dc.contributor.author	Traversaro Varela, Francisco
dc.contributor.author	Redelico, Francisco
dc.contributor.author	Risk, Marcelo
dc.contributor.author	Frery, Alejandro C.
dc.contributor.author	Rosso, Osvaldo A.
dc.date.accessioned	2020-06-24T17:05:43Z
dc.date.available	2020-06-24T17:05:43Z
dc.date.issued	2018-07
dc.description.abstract	"In 2002, Bandt and Pompe [Phys. Rev. Lett. 88, 174102 (2002)] introduced a successfully symbolic encoding scheme based on the ordinal relation between the amplitude of neighboring values of a given data sequence, from which the permutation entropy can be evaluated. Equalities in the analyzed sequence, for example, repeated equal values, deserve special attention and treatment as was shown recently by Zunino and co-workers [Phys. Lett. A 381, 1883 (2017)]. A significant number of equal values can give rise to false conclusions regarding the underlying temporal structures in practical contexts. In the present contribution, we review the different existing methodologies for treating time series with tied values by classifying them according to their different strategies. In addition, a novel data-driven imputation is presented that proves to outperform the existing methodologies and avoid the false conclusions pointed by Zunino and co-workers."	en
dc.identifier.issn	1054-1500
dc.identifier.uri	http://ri.itba.edu.ar/handle/123456789/2219
dc.language.iso	en	en
dc.relation	info:eu-repo/semantics/reference/doi/10.1063/1.5022021
dc.rights	https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.subject	ANALISIS DE SERIES DE TIEMPO	es
dc.subject	ENTROPIA	es
dc.subject	TEORIA DE LA INFORMACION	es
dc.title	Bandt-Pompe symbolization dynamics for time series with tied values: a data-driven approach	en
dc.type	Artículos de Publicaciones Periódicas	es
dc.type	info:eu-repo/semantics/publishedVersion
dspace.entity.type	Artículo de Publicación Periódica
itba.description.filiation	Fil: Traversaro Varela, Francisco. Universidad Nacional de Lanús; Argentina.
itba.description.filiation	Fil: Traversaro Varela, Francisco. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiation	Fil: Redelico, Francisco. Hospital Italiano de Buenos Aires; Argentina.
itba.description.filiation	Fil: Redelico, Francisco. Universidad Nacional de Quilmes; Argentina.
itba.description.filiation	Fil: Risk, Marcelo. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiation	Fil: Risk, Marcelo. Hospital Italiano de Buenos Aires; Argentina.
itba.description.filiation	Fil: Frery, Alejandro C. Universidade Federal de Alagoas; Brasil.
itba.description.filiation	Fil: Rosso, Osvaldo A. Hospital Italiano de Buenos Aires; Argentina.
itba.description.filiation	Fil: Rosso, Osvaldo A. Universidade Federal de Alagoas; Brasil.
itba.description.filiation	Fil: Rosso, Osvaldo A. Universidad de los Andes; Chile.
itba.description.filiation	Fil: Redelico, Francisco. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiation	Fil: Risk, Marcelo. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.