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

dc.contributor.authorZunino, Luciano
dc.contributor.authorOlivares, Felipe
dc.contributor.authorScholkmann, Felix
dc.contributor.authorRosso, Osvaldo A.
dc.date.accessioned2019-09-25T19:22:45Z
dc.date.available2019-09-25T19:22:45Z
dc.date.issued2017-06
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.issn0375-9601
dc.identifier.urihttp://ri.itba.edu.ar/handle/123456789/1766
dc.language.isoenen
dc.relationinfo:eu-repo/semantics/altIdentifier/doi/10.1016/j.physleta.2017.03.052
dc.relationinfo:eu-repo/grantAgreement/CONICET/AR. Cuidad Autónoma de Buenos Aires
dc.subjectANALISIS DE SERIES DE TIEMPOes
dc.subjectENTROPIAes
dc.subjectANALISIS DE FALLASes
dc.subjectDISEÑO EXPERIMENTALes
dc.titlePermutation entropy based time series analysis: equalities in the input signal can lead to false conclusionsen
dc.typeArtículos de Publicaciones Periódicases
dc.typeinfo:eu-repo/semantics/acceptedVersion
dspace.entity.typeArtículo de Publicación Periódica
itba.description.filiationFil: Zunino, Luciano. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina.
itba.description.filiationFil: Zunino, Luciano. Facultad de Ingeniería. Universidad Nacional de La Plata; Argentina.
itba.description.filiationFil: Olivares, Felipe. Pontificia Universidad Católica de Valparaíso; Chile.
itba.description.filiationFil: Scholkmann, Felix. Research Office for Complex Physical and Biological Systems; Suiza.
itba.description.filiationFil: Scholkmann, Felix. Universität Zürich; Suiza.
itba.description.filiationFil: Rosso, Osvaldo A. Universidade Federal de Alagoas; Brasil.
itba.description.filiationFil: Rosso, Osvaldo A. Instituto Tecnológico de Buenos Aires; Argentina.
itba.description.filiationFil: Rosso, Osvaldo A. Universidad de los Andes; Chile.
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