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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| Materias: | |
| 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 |