artículo de publicación periódica.page.titleprefix 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. |
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