Cargando…
Quantifying Non-Stationarity with Information Theory
We introduce an index based on information theory to quantify the stationarity of a stochastic process. The index compares on the one hand the information contained in the increment at the time scale [Formula: see text] of the process at time t with, on the other hand, the extra information in the v...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8700068/ https://www.ncbi.nlm.nih.gov/pubmed/34945915 http://dx.doi.org/10.3390/e23121609 |