USING PERMUTATIONS TO FIND STRUCTURAL CHANGES IN TIME SERIES

被引：5

作者：

Canovas, J. S. ^{[1
]}

Guillamon, A. ^{[1
]}

Ruiz, M. C. ^{[1
]}

机构：

[1] Univ Politecn Cartagena, Dept Matemat Aplicada & Estadist, Cartagena 30202, Spain

来源：

FLUCTUATION AND NOISE LETTERS | 2011年 / 10卷 / 01期

关键词：

Time series; permutations; entropy; structural changes; ENTROPY;

D O I：

10.1142/S0219477511000375

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The number of permutations appearing in data series is used for detecting changes in the structure of such series. We show the influence of the permutations length (embedding dimension) in order to get good results. We use permutations to analyze real data from medical and biological origins. Some problems that appear in applying these techniques are pointed out.

引用

页码：13 / 30

页数：18

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