Change-Point Detection Using the Conditional Entropy of Ordinal Patterns

This paper is devoted to change-point detection using only the ordinal structure of a time series. A statistic based on the conditional entropy of ordinal patterns characterizing the local up and down in a time series is introduced and investigated. The statistic requires only minimal a priori infor...

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Detalles Bibliográficos
Autores principales: Unakafov, Anton M., Keller, Karsten
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513234/
https://www.ncbi.nlm.nih.gov/pubmed/33265798
http://dx.doi.org/10.3390/e20090709

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513234/
https://www.ncbi.nlm.nih.gov/pubmed/33265798
http://dx.doi.org/10.3390/e20090709

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